+49.8%
USFD vs MSTZ
-63.1%
+112.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -9.6% | +18.0% | +8.2% |
| 7D | +7.8% | +0.7% | +7.1% | +7.9% |
| 30D | +16.2% | +16.6% | -0.4% | +16.8% |
| 3M | +11.0% | -74.7% | +85.7% | +8.3% |
| 6M | +20.7% | -43.9% | +64.6% | +22.0% |
| YTD | +46.0% | -84.0% | +130.0% | +45.3% |
| 1Y | +49.8% | -65.1% | +114.9% | +62.9% |
| All | +49.8% | -63.1% | +112.9% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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