+62.1%
MSTR vs USFD
+184.3%
-122.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -6.6% |
| 7D | -8.7% | +3.9% | -12.6% | -12.3% |
| 30D | -21.4% | +10.7% | -32.1% | -29.2% |
| 3M | +31.4% | +6.3% | +25.1% | +22.1% |
| 6M | -30.8% | +16.2% | -47.0% | -42.4% |
| YTD | -14.9% | +41.9% | -56.8% | -44.8% |
| 1Y | -49.3% | +44.2% | -93.5% | -67.8% |
| 3Y | +184.8% | +159.8% | +25.0% | -6.3% |
| 5Y | +62.1% | +177.1% | -115.0% | -56.8% |
| All | +62.1% | +184.3% | -122.1% | -56.8% |
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