+82.0%
USO vs MTCH
+208.0%
-126.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | +9.1% | +1.3% | +7.8% | +9.0% |
| 30D | +21.7% | +15.9% | +5.8% | +20.6% |
| 3M | +20.2% | +23.3% | -3.0% | +18.4% |
| 6M | +43.4% | +40.1% | +3.2% | +39.6% |
| YTD | +124.0% | +33.6% | +90.4% | +118.5% |
| 1Y | +112.2% | +14.1% | +98.1% | +109.5% |
| 3Y | +97.7% | +1.4% | +96.2% | +94.8% |
| 5Y | +217.4% | -73.1% | +290.6% | +245.6% |
| All | +82.0% | +208.0% | -126.0% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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