+60.0%
USFD vs MSTZ
-99.2%
+159.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.5% | -10.9% | -5.3% |
| 7D | -7.0% | -23.6% | +16.6% | -7.6% |
| 30D | -10.3% | -60.7% | +50.4% | -12.5% |
| 3M | +9.2% | -58.3% | +67.4% | +7.5% |
| 6M | +7.4% | -60.0% | +67.4% | +6.5% |
| YTD | +29.4% | -75.2% | +104.6% | +28.3% |
| 1Y | +24.8% | -19.9% | +44.7% | +31.4% |
| All | +60.0% | -99.2% | +159.1% | +61.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling