+53.3%
MSFT vs USFD
+156.9%
-103.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -2.7% | -3.0% | +0.3% | -2.2% |
| 30D | +2.7% | +3.5% | -0.8% | +2.1% |
| 3M | +17.0% | +26.6% | -9.6% | +11.9% |
| 6M | +23.8% | +11.7% | +12.1% | +21.2% |
| YTD | +4.0% | +38.1% | -34.2% | -5.0% |
| 1Y | -0.8% | +33.4% | -34.2% | -8.4% |
| All | +53.3% | +156.9% | -103.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling