+849.4%
MS vs USFD
+353.3%
+496.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.2% | +1.1% |
| 7D | +2.6% | +7.8% | -5.2% | -0.3% |
| 30D | +2.6% | +16.2% | -13.6% | -3.1% |
| 3M | -10.1% | +11.0% | -21.1% | -13.9% |
| 6M | +4.4% | +20.7% | -16.4% | -3.8% |
| YTD | +11.7% | +46.0% | -34.2% | -5.6% |
| 1Y | +20.9% | +49.8% | -28.8% | +0.9% |
| 3Y | +177.1% | +167.3% | +9.9% | +84.7% |
| 5Y | +127.7% | +197.2% | -69.4% | +42.5% |
| 10Y | +684.1% | +389.9% | +294.2% | +304.0% |
| All | +849.4% | +353.3% | +496.1% | +390.9% |
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