+514.9%
MKSI vs USFD
+307.1%
+207.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | +2.7% | -8.4% | +11.1% | +6.1% |
| 30D | -12.8% | -14.1% | +1.3% | -7.6% |
| 3M | -22.5% | +4.5% | -27.0% | -24.9% |
| 6M | +19.4% | +4.4% | +15.0% | +15.3% |
| YTD | +67.7% | +26.6% | +41.1% | +48.3% |
| 1Y | +131.4% | +19.4% | +112.0% | +108.6% |
| 3Y | +197.3% | +144.6% | +52.7% | +102.3% |
| 5Y | +87.0% | +194.5% | -107.6% | +18.7% |
| All | +514.9% | +307.1% | +207.8% | +218.5% |
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