+145.1%
MS vs USFD
+215.8%
-70.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.4% | -3.0% | +4.4% | +2.6% |
| 30D | -0.3% | +3.5% | -3.8% | -1.9% |
| 3M | +0.3% | +26.6% | -26.3% | -9.8% |
| 6M | +31.3% | +11.7% | +19.6% | +24.1% |
| YTD | +24.7% | +38.1% | -13.5% | +5.1% |
| 1Y | +47.9% | +33.4% | +14.5% | +26.4% |
| 3Y | +178.3% | +155.8% | +22.5% | +74.6% |
| All | +145.1% | +215.8% | -70.8% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling