-4.1%
MOS vs USFD
+18.5%
-22.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +8.5% | +8.9% | +13.4% |
| 7D | +17.9% | +7.8% | +10.1% | +14.2% |
| 30D | +1.6% | +16.2% | -14.6% | -3.0% |
| 3M | -4.0% | +11.0% | -15.0% | -7.5% |
| 6M | -4.1% | +20.7% | -24.8% | -5.4% |
| All | -4.1% | +18.5% | -22.7% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling