+86.5%
USO vs MSI
+69.3%
+17.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +2.8% |
| 7D | +3.6% | -5.8% | +9.3% | +3.3% |
| 30D | +23.8% | -1.0% | +24.8% | +23.7% |
| 3M | +8.1% | +14.2% | -6.1% | +8.7% |
| 6M | +34.3% | +1.0% | +33.2% | +34.9% |
| YTD | +111.1% | +21.5% | +89.7% | +110.5% |
| 1Y | +99.9% | -2.1% | +102.1% | +100.6% |
| 3Y | +86.5% | +69.3% | +17.2% | +99.3% |
| All | +86.5% | +69.3% | +17.2% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling