+49.8%
USFD vs MOH
+53.5%
-3.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +8.9% | -0.5% | +7.6% |
| 7D | +7.8% | +14.3% | -6.4% | +6.6% |
| 30D | +16.2% | +16.7% | -0.5% | +14.8% |
| 3M | +11.0% | +18.3% | -7.3% | +9.5% |
| 6M | +20.7% | +15.8% | +4.9% | +19.3% |
| YTD | +46.0% | +30.5% | +15.5% | +37.5% |
| 1Y | +49.8% | +49.3% | +0.5% | +33.8% |
| All | +49.8% | +53.5% | -3.7% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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