+68.7%
USO vs MTSI
+513.8%
-445.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | +9.5% | +1.4% | +8.1% | +9.3% |
| 30D | +23.6% | +2.1% | +21.5% | +23.0% |
| 3M | +3.8% | -29.7% | +33.5% | +6.8% |
| 6M | +55.0% | +12.5% | +42.5% | +50.3% |
| YTD | +105.3% | +57.0% | +48.2% | +90.1% |
| 1Y | +91.4% | +103.9% | -12.5% | +70.6% |
| 3Y | +84.6% | +223.6% | -139.0% | +51.8% |
| 5Y | +191.7% | +321.6% | -129.8% | +128.0% |
| All | +68.7% | +513.8% | -445.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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