+308.6%
USFD vs MOH
+257.3%
+51.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -1.9% |
| 7D | -8.0% | -1.3% | -6.7% | -7.8% |
| 30D | -13.1% | +3.0% | -16.0% | -13.6% |
| 3M | +6.5% | +1.2% | +5.3% | +6.0% |
| 6M | +5.7% | +41.7% | -36.0% | -1.0% |
| YTD | +27.5% | +15.4% | +12.1% | +22.0% |
| 1Y | +23.4% | +11.8% | +11.6% | +17.9% |
| 3Y | +146.4% | -37.5% | +183.9% | +153.1% |
| 5Y | +196.8% | -20.6% | +217.4% | +187.1% |
| All | +308.6% | +257.3% | +51.3% | +220.8% |
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 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