+162.8%
MAS vs USFD
+329.0%
-166.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | -0.8% | -3.0% | +2.3% | 0.0% |
| 30D | -5.6% | +3.5% | -9.1% | -6.5% |
| 3M | +4.4% | +26.6% | -22.1% | -2.0% |
| 6M | +7.2% | +11.7% | -4.5% | +3.8% |
| YTD | +16.1% | +38.1% | -22.0% | +6.1% |
| 1Y | +0.1% | +33.4% | -33.3% | -7.8% |
| 3Y | +28.3% | +155.8% | -127.5% | 0.0% |
| 5Y | +30.5% | +214.0% | -183.6% | -4.2% |
| 10Y | +139.1% | +320.4% | -181.2% | +52.7% |
| All | +162.8% | +329.0% | -166.3% | +67.4% |
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