+77.0%
USO vs MSI
+593.5%
-516.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | +6.2% | -4.0% | +10.2% | +7.0% |
| 30D | +19.1% | -0.5% | +19.6% | +19.1% |
| 3M | +14.2% | +11.4% | +2.8% | +11.6% |
| 6M | +43.7% | +1.0% | +42.8% | +42.8% |
| YTD | +116.8% | +20.7% | +96.2% | +106.7% |
| 1Y | +104.3% | -2.7% | +107.0% | +103.8% |
| 3Y | +91.5% | +68.2% | +23.3% | +66.0% |
| 5Y | +214.1% | +100.0% | +114.1% | +157.3% |
| 10Y | +77.0% | +596.9% | -519.9% | +31.1% |
| All | +77.0% | +593.5% | -516.5% | +31.1% |
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