-24.5%
MOS vs USFD
+159.7%
-184.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +4.0% |
| 7D | +22.5% | +3.9% | +18.6% | +21.4% |
| 30D | +6.6% | +10.7% | -4.1% | +4.4% |
| 3M | -3.8% | +6.3% | -10.1% | -5.2% |
| 6M | -2.2% | +16.2% | -18.4% | -5.5% |
| YTD | -4.8% | +41.9% | -46.6% | -12.2% |
| 1Y | -11.7% | +44.2% | -55.9% | -18.8% |
| All | -24.5% | +159.7% | -184.2% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling