+160.0%
USO vs MTSI
+183.3%
-23.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -0.1% |
| 7D | -12.1% | -10.0% | -2.1% | -11.9% |
| 30D | +3.1% | -37.2% | +40.3% | +4.3% |
| 3M | +24.9% | -30.1% | +54.9% | +25.7% |
| 6M | +10.8% | -31.9% | +42.7% | +11.5% |
| YTD | +114.6% | +23.2% | +91.4% | +102.8% |
| 1Y | +109.4% | +26.4% | +83.0% | +96.8% |
| 3Y | +98.1% | +186.2% | -88.0% | +64.2% |
| All | +160.0% | +183.3% | -23.4% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling