+13.0%
MS vs USFD
+46.0%
-33.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.9% |
| 7D | -3.4% | +3.9% | -7.3% | -3.4% |
| 30D | -3.9% | +10.7% | -14.6% | -3.7% |
| 3M | -15.9% | +6.3% | -22.2% | -15.9% |
| 6M | -2.5% | +16.2% | -18.7% | -1.7% |
| YTD | +5.1% | +41.9% | -36.8% | +1.1% |
| 1Y | +13.0% | +44.2% | -31.2% | +8.1% |
| All | +13.0% | +46.0% | -33.0% | +8.1% |
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