+718.4%
MSCI vs USFD
+329.0%
+389.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.4% | -3.0% | +3.4% | +1.2% |
| 30D | +0.6% | +3.5% | -3.0% | -0.5% |
| 3M | -7.1% | +26.6% | -33.6% | -13.0% |
| 6M | +0.8% | +11.7% | -10.9% | -2.7% |
| YTD | +1.0% | +38.1% | -37.1% | -8.5% |
| 1Y | +4.3% | +33.4% | -29.1% | -4.7% |
| 3Y | +9.9% | +155.8% | -145.9% | -16.4% |
| 5Y | -6.8% | +214.0% | -220.8% | -33.4% |
| 10Y | +614.7% | +320.4% | +294.3% | +318.6% |
| All | +718.4% | +329.0% | +389.4% | +376.6% |
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