-39.8%
MSTU vs USFD
+11.4%
-51.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +21.3% | -3.0% | +24.3% | +23.3% |
| 30D | +90.8% | +3.5% | +87.3% | +86.3% |
| 3M | -6.8% | +26.6% | -33.3% | -23.8% |
| 6M | -39.8% | +11.7% | -51.5% | -40.2% |
| All | -39.8% | +11.4% | -51.2% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling