+663.4%
MSI vs USFD
+359.9%
+303.5%
-32.8%
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 | +3.2% | +1.7% | +1.6% | +2.8% |
| 30D | +17.6% | +10.2% | +7.4% | +14.6% |
| 3M | +14.5% | -1.5% | +16.0% | +14.6% |
| 6M | +34.3% | +27.3% | +6.9% | +25.9% |
| YTD | +39.7% | +44.0% | -4.3% | +27.0% |
| 1Y | +40.2% | +50.4% | -10.2% | +25.9% |
| 3Y | +77.1% | +153.6% | -76.4% | +39.0% |
| 5Y | +124.0% | +219.0% | -94.9% | +63.7% |
| All | +663.4% | +359.9% | +303.5% | +390.4% |
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