-10.3%
MSFU vs USFD
+49.2%
-59.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.8% | +1.7% | -4.4% | -2.6% |
| 30D | -5.3% | +10.2% | -15.5% | -3.8% |
| 3M | +7.2% | -1.5% | +8.7% | +5.9% |
| 6M | +51.0% | +27.3% | +23.6% | +60.9% |
| YTD | -1.2% | +44.0% | -45.2% | +2.9% |
| 1Y | -10.3% | +50.4% | -60.7% | -7.9% |
| All | -10.3% | +49.2% | -59.5% | -7.9% |
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