+124.1%
USO vs MSTZ
-99.1%
+223.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.6% | -1.0% | +5.6% |
| 7D | +11.5% | +24.8% | -13.3% | +11.3% |
| 30D | +24.1% | -59.2% | +83.3% | +24.5% |
| 3M | +17.9% | -56.9% | +74.8% | +18.3% |
| 6M | +49.6% | -57.6% | +107.2% | +49.6% |
| YTD | +129.0% | -73.6% | +202.6% | +129.0% |
| 1Y | +112.0% | -15.6% | +127.6% | +118.3% |
| All | +124.1% | -99.1% | +223.2% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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