+73.5%
MSFT vs USFD
+215.8%
-142.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -2.7% | -3.0% | +0.3% | -1.9% |
| 30D | +2.7% | +3.5% | -0.8% | +1.6% |
| 3M | +17.0% | +26.6% | -9.6% | +8.5% |
| 6M | +23.8% | +11.7% | +12.1% | +18.8% |
| YTD | +4.0% | +38.1% | -34.2% | -8.2% |
| 1Y | -0.8% | +33.4% | -34.2% | -11.6% |
| 3Y | +55.6% | +155.8% | -100.2% | +7.2% |
| All | +73.5% | +215.8% | -142.4% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling