+991.3%
MSFT vs USFD
+329.0%
+662.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -2.7% | -3.0% | +0.3% | -2.1% |
| 30D | +2.7% | +3.5% | -0.8% | +1.9% |
| 3M | +17.0% | +26.6% | -9.6% | +10.8% |
| 6M | +23.8% | +11.7% | +12.1% | +20.2% |
| YTD | +4.0% | +38.1% | -34.2% | -4.3% |
| 1Y | -0.8% | +33.4% | -34.2% | -8.2% |
| 3Y | +55.6% | +155.8% | -100.2% | +23.8% |
| 5Y | +72.9% | +214.0% | -141.1% | +30.0% |
| 10Y | +875.8% | +320.4% | +555.4% | +577.7% |
| All | +991.3% | +329.0% | +662.2% | +662.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling