+103.9%
MSFU vs USFD
+279.6%
-175.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.2% |
| 7D | +14.6% | +3.9% | +10.7% | +13.0% |
| 30D | +2.1% | +12.8% | -10.7% | -2.6% |
| 3M | +14.7% | +1.0% | +13.7% | +13.9% |
| 6M | +55.7% | +30.3% | +25.4% | +37.8% |
| YTD | +7.1% | +46.0% | -38.9% | -14.6% |
| 1Y | -0.5% | +49.6% | -50.1% | -22.1% |
| 3Y | +35.7% | +166.3% | -130.5% | -24.5% |
| All | +103.9% | +279.6% | -175.7% | -18.2% |
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 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