+160.4%
MS vs USFD
+159.2%
+1.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -1.6% | +3.0% | -4.5% | -2.5% |
| 30D | -3.8% | +11.1% | -14.8% | -6.9% |
| 3M | -14.6% | -0.3% | -14.3% | -14.7% |
| 6M | -5.1% | +15.9% | -21.0% | -10.3% |
| YTD | +4.5% | +41.6% | -37.1% | -12.6% |
| 1Y | +13.5% | +49.4% | -35.9% | -8.2% |
| 3Y | +160.4% | +157.8% | +2.6% | +69.7% |
| All | +160.4% | +159.2% | +1.2% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling