-75.3%
USO vs MSCI
+3,122.5%
-3,197.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.1% |
| 7D | -9.1% | +1.5% | -10.5% | -9.5% |
| 30D | -3.7% | +14.4% | -18.1% | -6.7% |
| 3M | +20.9% | +15.2% | +5.7% | +16.9% |
| 6M | +6.8% | +11.2% | -4.4% | +3.2% |
| YTD | +106.3% | +13.9% | +92.3% | +97.3% |
| 1Y | +100.2% | +12.5% | +87.7% | +92.0% |
| 3Y | +103.1% | +32.3% | +70.8% | +83.3% |
| 5Y | +146.1% | +4.9% | +141.2% | +128.8% |
| 10Y | +73.5% | +779.7% | -706.2% | -9.4% |
| All | -75.3% | +3,122.5% | -3,197.8% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling