+100.2%
USO vs MSTU
-90.6%
+190.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -2.7% | -27.7% | +25.0% | -3.0% |
| 30D | -6.3% | -40.3% | +33.9% | -6.6% |
| 3M | +10.9% | +26.4% | -15.5% | +11.0% |
| 6M | +2.0% | -75.7% | +77.7% | +2.3% |
| YTD | +104.6% | -71.9% | +176.4% | +104.8% |
| 1Y | +94.5% | -89.3% | +183.8% | +98.5% |
| All | +100.2% | -90.6% | +190.8% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling