-86.8%
MSTU vs USFD
+67.7%
-154.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.9% | -7.7% | -7.4% |
| 7D | +16.1% | -3.3% | +19.5% | +21.7% |
| 30D | +68.7% | -5.3% | +74.0% | +81.5% |
| 3M | -11.0% | +18.8% | -29.8% | -33.8% |
| 6M | -33.4% | +14.3% | -47.7% | -47.7% |
| YTD | -59.5% | +36.9% | -96.4% | -80.3% |
| 1Y | -93.4% | +31.7% | -125.1% | -96.5% |
| All | -86.8% | +67.7% | -154.5% | -96.0% |
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 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