-73.9%
USO vs MSI
+564.1%
-638.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +9.5% | -3.7% | +13.1% | +10.4% |
| 30D | +23.6% | +6.8% | +16.7% | +21.6% |
| 3M | +3.8% | +14.3% | -10.5% | +0.3% |
| 6M | +55.0% | -1.6% | +56.6% | +54.4% |
| YTD | +105.3% | +22.8% | +82.5% | +93.7% |
| 1Y | +91.4% | -1.1% | +92.5% | +89.7% |
| 3Y | +84.6% | +70.5% | +14.1% | +58.4% |
| 5Y | +191.7% | +102.8% | +88.9% | +136.2% |
| 10Y | +73.3% | +597.4% | -524.1% | +1.1% |
| All | -73.9% | +564.1% | -638.0% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling