+8.2%
MOS vs USFD
+321.9%
-313.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +9.5% | -3.0% | +12.5% | +10.9% |
| 30D | +10.4% | +3.5% | +6.9% | +8.6% |
| 3M | +12.9% | +26.6% | -13.7% | +1.3% |
| 6M | +1.2% | +11.7% | -10.5% | -4.2% |
| YTD | +9.3% | +38.1% | -28.8% | -6.9% |
| 1Y | -18.0% | +33.4% | -51.4% | -29.2% |
| 3Y | -29.0% | +155.8% | -184.8% | -55.9% |
| 5Y | -9.6% | +214.0% | -223.6% | -51.1% |
| All | +8.2% | +321.9% | -313.7% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling