+102.8%
MSI vs USFD
+215.8%
-113.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.7% | -3.0% | -0.7% | -2.8% |
| 30D | +6.8% | +3.5% | +3.3% | +5.7% |
| 3M | +14.3% | +26.6% | -12.3% | +6.2% |
| 6M | -1.6% | +11.7% | -13.3% | -5.2% |
| YTD | +22.8% | +38.1% | -15.3% | +10.8% |
| 1Y | -1.1% | +33.4% | -34.5% | -10.0% |
| 3Y | +70.5% | +155.8% | -85.3% | +25.4% |
| All | +102.8% | +215.8% | -113.1% | +33.6% |
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