+222.1%
MAS vs USFD
+370.5%
-148.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.7% |
| 7D | +4.6% | +3.9% | +0.6% | +3.5% |
| 30D | +19.9% | +10.7% | +9.2% | +16.8% |
| 3M | +8.9% | +6.3% | +2.6% | +7.0% |
| 6M | +20.2% | +16.2% | +3.9% | +15.1% |
| YTD | +33.9% | +41.9% | -8.0% | +21.5% |
| 1Y | +34.7% | +44.2% | -9.5% | +21.5% |
| 3Y | +60.4% | +159.8% | -99.4% | +24.5% |
| 5Y | +43.5% | +177.1% | -133.6% | +7.9% |
| All | +222.1% | +370.5% | -148.4% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling