+922.9%
MSFT vs USFD
+369.2%
+553.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | +8.4% | -6.0% | +0.7% |
| 30D | -0.4% | +12.7% | -13.1% | -2.9% |
| 3M | +5.6% | +1.1% | +4.4% | +5.1% |
| 6M | +29.0% | +30.2% | -1.2% | +21.2% |
| YTD | +10.9% | +45.8% | -34.9% | +0.7% |
| 1Y | +6.2% | +51.9% | -45.7% | -4.5% |
| 3Y | +47.6% | +158.5% | -110.9% | +17.1% |
| 5Y | +67.9% | +208.0% | -140.1% | +26.5% |
| 10Y | +922.9% | +376.6% | +546.3% | +596.6% |
| All | +922.9% | +369.2% | +553.6% | +596.6% |
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 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