+80.5%
USFD vs MSTZ
-99.3%
+179.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.9% | +3.2% |
| 7D | +3.9% | +4.3% | -0.4% | +4.2% |
| 30D | +12.8% | +30.2% | -17.3% | +14.2% |
| 3M | +1.0% | -66.9% | +67.9% | -1.3% |
| 6M | +30.3% | -26.3% | +56.6% | +32.7% |
| YTD | +46.0% | -80.1% | +126.1% | +44.8% |
| 1Y | +49.6% | -57.5% | +107.1% | +54.0% |
| All | +80.5% | -99.3% | +179.8% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling