+35.7%
MSFU vs USFD
+167.5%
-131.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.5% |
| 7D | +14.6% | +3.9% | +10.7% | +13.2% |
| 30D | +2.1% | +12.8% | -10.7% | -1.6% |
| 3M | +14.7% | +1.0% | +13.7% | +14.1% |
| 6M | +55.7% | +30.3% | +25.4% | +41.0% |
| YTD | +7.1% | +46.0% | -38.9% | -13.3% |
| 1Y | -0.5% | +49.6% | -50.1% | -21.1% |
| 3Y | +35.7% | +166.3% | -130.5% | -18.4% |
| All | +35.7% | +167.5% | -131.8% | -18.4% |
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 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