+894.4%
MSFT vs USFD
+375.5%
+518.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -6.2% | -0.2% | -6.1% | -6.2% |
| 30D | -3.7% | +12.3% | -16.0% | -6.1% |
| 3M | +3.6% | -0.7% | +4.3% | +3.6% |
| 6M | +26.8% | +31.3% | -4.5% | +18.9% |
| YTD | +8.4% | +45.7% | -37.3% | -1.5% |
| 1Y | +3.3% | +52.1% | -48.8% | -7.2% |
| 3Y | +44.3% | +158.2% | -114.0% | +14.5% |
| 5Y | +63.3% | +213.8% | -150.4% | +22.6% |
| 10Y | +894.4% | +367.0% | +527.3% | +580.3% |
| All | +894.4% | +375.5% | +518.8% | +580.3% |
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