-18.0%
MOS vs USFD
+34.2%
-52.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +9.5% | -3.0% | +12.5% | +10.1% |
| 30D | +10.4% | +3.5% | +6.9% | +9.6% |
| 3M | +12.9% | +26.6% | -13.7% | +7.9% |
| 6M | +1.2% | +11.7% | -10.5% | -1.1% |
| YTD | +9.3% | +38.1% | -28.8% | +2.0% |
| 1Y | -18.0% | +33.4% | -51.4% | -21.2% |
| All | -18.0% | +34.2% | -52.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling