+94.0%
USO vs MTSI
+226.9%
-132.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | +0.1% |
| 7D | -2.7% | +7.2% | -9.9% | -2.6% |
| 30D | -6.3% | -18.4% | +12.1% | -6.4% |
| 3M | +10.9% | -16.7% | +27.6% | +10.9% |
| 6M | +2.0% | -31.7% | +33.7% | +2.7% |
| YTD | +104.6% | +45.9% | +58.7% | +94.6% |
| 1Y | +94.5% | +47.0% | +47.5% | +84.5% |
| All | +94.0% | +226.9% | -132.9% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling