+920.4%
MSFT vs USFD
+368.6%
+551.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.3% | +2.1% |
| 7D | +7.5% | +3.9% | +3.6% | +6.6% |
| 30D | +1.9% | +12.8% | -11.0% | -0.8% |
| 3M | +9.2% | +1.0% | +8.3% | +8.8% |
| 6M | +31.9% | +30.3% | +1.6% | +23.9% |
| YTD | +13.4% | +46.0% | -32.5% | +3.0% |
| 1Y | +10.6% | +49.6% | -39.0% | -0.2% |
| 3Y | +54.7% | +166.3% | -111.6% | +21.9% |
| 5Y | +69.1% | +208.4% | -139.3% | +27.3% |
| 10Y | +920.4% | +371.2% | +549.1% | +588.7% |
| All | +920.4% | +368.6% | +551.8% | +588.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling