+213.8%
MAS vs USFD
+353.3%
-139.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.5% | -2.8% | +3.4% |
| 7D | +14.2% | +7.8% | +6.3% | +11.9% |
| 30D | +26.8% | +16.2% | +10.7% | +22.0% |
| 3M | +13.1% | +11.0% | +2.1% | +9.9% |
| 6M | +27.9% | +20.7% | +7.2% | +21.3% |
| YTD | +38.7% | +46.0% | -7.3% | +24.9% |
| 1Y | +40.4% | +49.8% | -9.4% | +25.4% |
| 3Y | +66.1% | +167.3% | -101.2% | +28.0% |
| 5Y | +47.4% | +197.2% | -149.8% | +9.2% |
| 10Y | +238.3% | +389.9% | -151.5% | +110.3% |
| All | +213.8% | +353.3% | -139.5% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling