+793.0%
MS vs USFD
+340.6%
+452.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -4.9% |
| 7D | -3.4% | +3.9% | -7.3% | -4.8% |
| 30D | -3.9% | +10.7% | -14.6% | -7.6% |
| 3M | -15.9% | +6.3% | -22.2% | -18.2% |
| 6M | -2.5% | +16.2% | -18.7% | -8.8% |
| YTD | +5.1% | +41.9% | -36.8% | -10.3% |
| 1Y | +13.0% | +44.2% | -31.2% | -4.3% |
| 3Y | +160.7% | +159.8% | +0.9% | +75.6% |
| 5Y | +114.0% | +177.1% | -63.1% | +37.5% |
| 10Y | +637.5% | +376.2% | +261.3% | +284.2% |
| All | +793.0% | +340.6% | +452.4% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling