-87.2%
MSTU vs USFD
+49.6%
-136.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.5% | +1.9% | +4.7% |
| 7D | -4.8% | +7.8% | -12.7% | -10.0% |
| 30D | -29.6% | +16.2% | -45.7% | -37.0% |
| 3M | +69.4% | +11.0% | +58.4% | +55.6% |
| 6M | -62.2% | +20.7% | -83.0% | -67.2% |
| YTD | -61.1% | +46.0% | -107.0% | -74.9% |
| 1Y | -87.2% | +49.8% | -137.0% | -92.0% |
| All | -87.2% | +49.6% | -136.8% | -92.0% |
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