+61.7%
MAS vs USFD
+159.7%
-98.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.3% |
| 7D | +4.6% | +3.9% | +0.6% | +2.9% |
| 30D | +19.9% | +10.7% | +9.2% | +15.1% |
| 3M | +8.9% | +6.3% | +2.6% | +5.9% |
| 6M | +20.2% | +16.2% | +3.9% | +12.3% |
| YTD | +33.9% | +41.9% | -8.0% | +14.2% |
| 1Y | +34.7% | +44.2% | -9.5% | +13.9% |
| All | +61.7% | +159.7% | -98.0% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling