+195.5%
USFD vs MOH
-26.3%
+221.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.3% |
| 7D | -7.0% | -4.2% | -2.8% | -6.5% |
| 30D | -10.3% | -2.4% | -7.9% | -10.1% |
| 3M | +9.2% | -4.4% | +13.6% | +9.5% |
| 6M | +7.4% | +32.9% | -25.5% | +3.1% |
| YTD | +29.4% | +11.9% | +17.5% | +25.5% |
| 1Y | +24.8% | +6.9% | +17.9% | +21.1% |
| 3Y | +150.0% | -39.4% | +189.4% | +156.6% |
| 5Y | +195.5% | -25.0% | +220.4% | +168.1% |
| All | +195.5% | -26.3% | +221.8% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling