-85.6%
MSTU vs USFD
+69.2%
-154.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.7% |
| 7D | +21.3% | -3.0% | +24.3% | +25.6% |
| 30D | +90.8% | +3.5% | +87.3% | +79.6% |
| 3M | -6.8% | +26.6% | -33.3% | -37.6% |
| 6M | -39.8% | +11.7% | -51.5% | -50.6% |
| YTD | -55.7% | +38.1% | -93.8% | -78.7% |
| 1Y | -92.7% | +33.4% | -126.0% | -96.2% |
| All | -85.6% | +69.2% | -154.8% | -95.7% |
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