+69.2%
USFD vs MSTZ
-99.2%
+168.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.2% | -9.1% | -0.6% |
| 7D | -3.3% | -25.4% | +22.0% | -4.0% |
| 30D | -5.3% | -60.9% | +55.6% | -7.7% |
| 3M | +18.8% | -54.2% | +73.0% | +17.4% |
| 6M | +14.3% | -65.0% | +79.3% | +12.8% |
| YTD | +36.9% | -76.5% | +113.4% | +35.5% |
| 1Y | +31.7% | -23.4% | +55.1% | +38.4% |
| All | +69.2% | -99.2% | +168.5% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling