-7.0%
MOS vs USFD
+46.1%
-53.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +21.6% | +3.0% | +18.6% | +20.5% |
| 30D | +12.0% | +11.1% | +0.9% | +9.8% |
| 3M | -3.9% | -0.3% | -3.6% | -4.2% |
| 6M | -3.3% | +15.9% | -19.2% | -6.0% |
| YTD | -4.6% | +41.6% | -46.3% | -8.9% |
| 1Y | -7.0% | +49.4% | -56.4% | -11.4% |
| All | -7.0% | +46.1% | -53.1% | -11.4% |
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