+47.9%
MS vs USFD
+34.2%
+13.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.2% |
| 7D | +1.4% | -3.0% | +4.4% | +1.2% |
| 30D | -0.3% | +3.5% | -3.8% | 0.0% |
| 3M | +0.3% | +26.6% | -26.3% | +0.6% |
| 6M | +31.3% | +11.7% | +19.6% | +32.1% |
| YTD | +24.7% | +38.1% | -13.5% | +20.1% |
| 1Y | +47.9% | +33.4% | +14.5% | +44.0% |
| All | +47.9% | +34.2% | +13.7% | +44.0% |
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 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