+181.3%
MS vs USFD
+156.9%
+24.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.4% | -3.0% | +4.4% | +2.3% |
| 30D | -0.3% | +3.5% | -3.8% | -1.5% |
| 3M | +0.3% | +26.6% | -26.3% | -8.5% |
| 6M | +31.3% | +11.7% | +19.6% | +25.4% |
| YTD | +24.7% | +38.1% | -13.5% | +5.1% |
| 1Y | +47.9% | +33.4% | +14.5% | +26.8% |
| All | +181.3% | +156.9% | +24.4% | +72.0% |
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 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