+180.5%
MSTR vs USFD
+159.2%
+21.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.2% | +3.0% | -4.2% | -3.5% |
| 30D | -15.9% | +11.1% | -27.0% | -22.8% |
| 3M | +33.1% | -0.3% | +33.4% | +32.6% |
| 6M | -31.0% | +15.9% | -46.9% | -40.1% |
| YTD | -15.1% | +41.6% | -56.8% | -42.0% |
| 1Y | -45.6% | +49.4% | -95.0% | -65.2% |
| 3Y | +180.5% | +157.8% | +22.7% | +12.4% |
| All | +180.5% | +159.2% | +21.3% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling