+915.1%
MSFT vs USFD
+359.9%
+555.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.3% | +1.7% | -2.9% | -1.6% |
| 30D | -1.8% | +10.2% | -12.0% | -3.9% |
| 3M | +5.6% | -1.5% | +7.1% | +5.8% |
| 6M | +29.8% | +27.3% | +2.5% | +22.5% |
| YTD | +9.0% | +44.0% | -35.0% | -0.8% |
| 1Y | +4.9% | +50.4% | -45.4% | -5.5% |
| 3Y | +46.2% | +153.6% | -107.3% | +16.5% |
| 5Y | +62.1% | +219.0% | -156.9% | +21.4% |
| All | +915.1% | +359.9% | +555.2% | +592.5% |
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