+803.6%
MSI vs USFD
+352.6%
+451.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +7.7% | -0.2% | +7.9% | +7.7% |
| 30D | +19.9% | +12.3% | +7.6% | +16.3% |
| 3M | +14.9% | -0.7% | +15.6% | +14.8% |
| 6M | +37.2% | +31.3% | +6.0% | +27.8% |
| YTD | +40.8% | +45.7% | -4.9% | +27.6% |
| 1Y | +38.1% | +52.1% | -14.0% | +23.8% |
| 3Y | +77.7% | +158.2% | -80.5% | +39.1% |
| 5Y | +129.0% | +213.8% | -84.7% | +68.3% |
| 10Y | +671.3% | +367.0% | +304.3% | +404.2% |
| All | +803.6% | +352.6% | +451.0% | +483.6% |
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 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