+42.7%
MKSI vs USFD
+49.6%
-6.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +8.5% | -13.4% | -3.7% |
| 7D | -10.7% | +7.8% | -18.5% | -9.5% |
| 30D | -30.5% | +16.2% | -46.7% | -29.2% |
| 3M | -39.2% | +11.0% | -50.2% | -38.2% |
| 6M | -33.0% | +20.7% | -53.7% | -32.5% |
| YTD | +22.3% | +46.0% | -23.6% | +20.5% |
| 1Y | +42.7% | +49.8% | -7.1% | +40.7% |
| All | +42.7% | +49.6% | -6.9% | +40.7% |
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