+0.1%
MAS vs USFD
+34.2%
-34.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | -0.8% | -3.0% | +2.3% | +0.2% |
| 30D | -5.6% | +3.5% | -9.1% | -6.7% |
| 3M | +4.4% | +26.6% | -22.1% | -4.0% |
| 6M | +7.2% | +11.7% | -4.5% | +2.7% |
| YTD | +16.1% | +38.1% | -22.0% | +4.2% |
| 1Y | +0.1% | +33.4% | -33.3% | -7.5% |
| All | +0.1% | +34.2% | -34.1% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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