+86.5%
USO vs MSFU
+29.4%
+57.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +2.8% |
| 7D | +3.6% | -3.2% | +6.7% | +3.5% |
| 30D | +23.8% | -3.1% | +26.9% | +23.7% |
| 3M | +8.1% | +35.3% | -27.2% | +9.2% |
| 6M | +34.3% | +31.6% | +2.7% | +35.9% |
| YTD | +111.1% | -9.5% | +120.7% | +115.8% |
| 1Y | +99.9% | -18.4% | +118.3% | +105.3% |
| 3Y | +86.5% | +26.9% | +59.6% | +91.4% |
| All | +86.5% | +29.4% | +57.1% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling