+102.2%
USO vs MSI
+28.6%
+73.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.2% | -9.3% | -7.9% |
| 7D | -12.7% | +2.8% | -15.5% | -12.4% |
| 30D | +1.0% | +9.1% | -8.2% | +2.2% |
| 3M | +25.6% | +12.5% | +13.1% | +27.8% |
| 6M | -1.5% | +14.2% | -15.7% | +1.3% |
| YTD | +110.3% | +30.7% | +79.5% | +103.8% |
| 1Y | +102.2% | +27.5% | +74.6% | +88.4% |
| All | +102.2% | +28.6% | +73.6% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling