+736.9%
MSTR vs USFD
+321.9%
+415.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +12.2% | -3.0% | +15.2% | +13.6% |
| 30D | +45.2% | +3.5% | +41.6% | +42.5% |
| 3M | +10.4% | +26.6% | -16.2% | -2.0% |
| 6M | -2.5% | +11.7% | -14.2% | -8.2% |
| YTD | -6.0% | +38.1% | -44.2% | -20.9% |
| 1Y | -56.4% | +33.4% | -89.8% | -62.7% |
| 3Y | +306.3% | +155.8% | +150.5% | +164.3% |
| 5Y | +100.5% | +214.0% | -113.5% | +24.5% |
| All | +736.9% | +321.9% | +415.0% | +308.1% |
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