+123.7%
MSI vs USFD
+208.8%
-85.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | +2.6% | +1.3% | +1.3% | +2.2% |
| 30D | +18.1% | +10.6% | +7.6% | +14.0% |
| 3M | +13.2% | -2.4% | +15.6% | +13.7% |
| 6M | +36.3% | +28.9% | +7.4% | +24.7% |
| YTD | +39.5% | +43.7% | -4.2% | +23.0% |
| 1Y | +36.9% | +48.5% | -11.6% | +19.2% |
| 3Y | +76.1% | +154.7% | -78.6% | +26.3% |
| 5Y | +123.7% | +218.4% | -94.7% | +44.5% |
| All | +123.7% | +208.8% | -85.0% | +44.5% |
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