+106.0%
USO vs MSTU
-92.2%
+198.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.4% |
| 7D | -1.9% | -25.8% | +23.9% | -2.2% |
| 30D | -5.2% | -43.9% | +38.7% | -5.6% |
| 3M | +16.4% | +2.9% | +13.5% | +16.4% |
| 6M | +2.5% | -75.5% | +78.0% | +2.5% |
| YTD | +110.5% | -76.7% | +187.2% | +110.4% |
| 1Y | +108.4% | -88.9% | +197.4% | +111.3% |
| All | +106.0% | -92.2% | +198.3% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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