+666.9%
MSI vs USFD
+369.7%
+297.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.7% | +3.0% | +1.7% | +3.7% |
| 30D | +14.8% | +11.1% | +3.7% | +11.6% |
| 3M | +8.8% | -0.3% | +9.1% | +8.5% |
| 6M | +19.3% | +15.9% | +3.4% | +14.6% |
| YTD | +35.3% | +41.6% | -6.3% | +23.5% |
| 1Y | +33.8% | +49.4% | -15.6% | +20.3% |
| 3Y | +74.4% | +157.8% | -83.4% | +36.3% |
| 5Y | +120.5% | +176.6% | -56.1% | +66.2% |
| All | +666.9% | +369.7% | +297.2% | +386.4% |
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