+76.3%
MSFU vs USFD
+259.3%
-182.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -5.7% | -3.0% | -2.7% | -4.6% |
| 30D | +4.2% | +3.5% | +0.6% | +2.7% |
| 3M | +27.9% | +26.6% | +1.3% | +14.7% |
| 6M | +37.1% | +11.7% | +25.4% | +29.1% |
| YTD | -7.4% | +38.1% | -45.5% | -24.4% |
| 1Y | -19.6% | +33.4% | -53.0% | -33.2% |
| 3Y | +33.2% | +155.8% | -122.6% | -25.0% |
| All | +76.3% | +259.3% | -182.9% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling