+30.2%
MSFU vs USFD
+156.9%
-126.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -5.7% | -3.0% | -2.7% | -4.9% |
| 30D | +4.2% | +3.5% | +0.6% | +3.0% |
| 3M | +27.9% | +26.6% | +1.3% | +17.4% |
| 6M | +37.1% | +11.7% | +25.4% | +31.1% |
| YTD | -7.4% | +38.1% | -45.5% | -22.8% |
| 1Y | -19.6% | +33.4% | -53.0% | -31.7% |
| All | +30.2% | +156.9% | -126.7% | -17.7% |
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