+112.2%
USO vs MSTZ
-99.2%
+211.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +2.7% |
| 7D | +6.2% | -23.6% | +29.8% | +6.3% |
| 30D | +19.1% | -60.7% | +79.8% | +19.5% |
| 3M | +14.2% | -58.3% | +72.5% | +14.7% |
| 6M | +43.7% | -60.0% | +103.8% | +43.8% |
| YTD | +116.8% | -75.2% | +192.1% | +117.0% |
| 1Y | +104.3% | -19.9% | +124.2% | +110.6% |
| All | +112.2% | -99.2% | +211.4% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling