+354.1%
USFD vs MOH
+339.2%
+15.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.7% | +0.2% | +1.4% | +1.6% |
| 30D | +10.2% | +0.1% | +10.0% | +10.1% |
| 3M | -1.5% | +1.8% | -3.3% | -2.0% |
| 6M | +27.3% | +9.1% | +18.2% | +24.8% |
| YTD | +44.0% | +20.7% | +23.3% | +36.4% |
| 1Y | +50.4% | +51.3% | -0.9% | +36.5% |
| 3Y | +153.6% | -42.0% | +195.6% | +165.7% |
| 5Y | +219.0% | -33.1% | +252.1% | +219.9% |
| All | +354.1% | +339.2% | +15.0% | +257.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling