-8.1%
MSFU vs USFD
+49.6%
-57.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.3% | -4.4% |
| 7D | +4.0% | +8.4% | -4.3% | +5.0% |
| 30D | -2.3% | +12.7% | -15.1% | -0.4% |
| 3M | +7.1% | +1.1% | +6.0% | +6.3% |
| 6M | +48.9% | +30.2% | +18.7% | +58.9% |
| YTD | +2.4% | +45.8% | -43.4% | +6.2% |
| 1Y | -8.1% | +51.9% | -60.0% | -5.9% |
| All | -8.1% | +49.6% | -57.7% | -5.9% |
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