+959.2%
MS vs USFD
+329.0%
+630.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.4% | -3.0% | +4.4% | +2.5% |
| 30D | -0.3% | +3.5% | -3.8% | -1.7% |
| 3M | +0.3% | +26.6% | -26.3% | -8.8% |
| 6M | +31.3% | +11.7% | +19.6% | +24.7% |
| YTD | +24.7% | +38.1% | -13.5% | +7.8% |
| 1Y | +47.9% | +33.4% | +14.5% | +29.3% |
| 3Y | +178.3% | +155.8% | +22.5% | +88.9% |
| 5Y | +144.9% | +214.0% | -69.1% | +50.4% |
| 10Y | +804.5% | +320.4% | +484.2% | +382.7% |
| All | +959.2% | +329.0% | +630.2% | +460.6% |
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 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