+160.9%
USO vs MTSI
+231.3%
-70.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.3% |
| 7D | -1.4% | +29.1% | -30.6% | -2.1% |
| 30D | -4.6% | -20.4% | +15.8% | -4.1% |
| 3M | +14.7% | -20.9% | +35.7% | +15.3% |
| 6M | +1.2% | -32.3% | +33.5% | +2.4% |
| YTD | +111.2% | +43.5% | +67.7% | +98.9% |
| 1Y | +109.3% | +43.8% | +65.5% | +96.8% |
| 3Y | +103.5% | +218.8% | -115.3% | +69.1% |
| 5Y | +160.9% | +228.3% | -67.4% | +119.4% |
| All | +160.9% | +231.3% | -70.3% | +119.4% |
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