-89.8%
MSTU vs USFD
+73.5%
-163.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | -4.3% | +3.0% | -7.2% | -7.8% |
| 30D | -34.6% | +11.1% | -45.6% | -43.8% |
| 3M | +39.0% | -0.3% | +39.3% | +38.8% |
| 6M | -70.5% | +15.9% | -86.4% | -77.4% |
| YTD | -68.6% | +41.6% | -110.3% | -85.5% |
| 1Y | -88.6% | +49.4% | -138.0% | -95.4% |
| All | -89.8% | +73.5% | -163.3% | -97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling