+84.4%
USO vs MSI
+664.3%
-580.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.9% | +3.2% | -5.2% | -2.5% |
| 30D | -5.2% | +17.6% | -22.8% | -8.0% |
| 3M | +16.4% | +14.5% | +1.9% | +13.4% |
| 6M | +2.5% | +34.3% | -31.8% | -3.4% |
| YTD | +110.5% | +39.7% | +70.8% | +95.2% |
| 1Y | +108.4% | +40.2% | +68.3% | +93.1% |
| 3Y | +99.6% | +77.1% | +22.5% | +72.6% |
| 5Y | +160.1% | +124.0% | +36.0% | +109.4% |
| All | +84.4% | +664.3% | -580.0% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling