-74.0%
USO vs MSI
+650.2%
-724.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -10.6% | +7.4% | -18.0% | -12.1% |
| 30D | -4.6% | +18.7% | -23.3% | -8.2% |
| 3M | +12.3% | +14.5% | -2.1% | +8.8% |
| 6M | +5.9% | +38.1% | -32.2% | -2.2% |
| YTD | +104.5% | +38.7% | +65.8% | +87.6% |
| 1Y | +97.3% | +35.4% | +61.9% | +82.0% |
| 3Y | +97.0% | +75.1% | +21.9% | +68.6% |
| 5Y | +151.2% | +126.4% | +24.8% | +98.4% |
| 10Y | +76.1% | +671.4% | -595.3% | +0.4% |
| All | -74.0% | +650.2% | -724.2% | -90.0% |
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