+526.8%
MSTR vs USFD
+369.2%
+157.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -10.7% | +8.4% | -19.1% | -14.0% |
| 30D | -21.6% | +12.7% | -34.3% | -26.1% |
| 3M | +24.4% | +1.1% | +23.3% | +23.3% |
| 6M | -35.5% | +30.2% | -65.6% | -43.7% |
| YTD | -20.3% | +45.8% | -66.2% | -34.7% |
| 1Y | -49.3% | +51.9% | -101.3% | -59.3% |
| 3Y | +137.8% | +158.5% | -20.7% | +53.3% |
| 5Y | +48.3% | +208.0% | -159.7% | -8.3% |
| 10Y | +526.8% | +376.6% | +150.2% | +198.2% |
| All | +526.8% | +369.2% | +157.5% | +198.2% |
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