+40.4%
MSTR vs USFD
+215.4%
-175.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.6% |
| 7D | -13.4% | +1.7% | -15.1% | -14.9% |
| 30D | -22.1% | +10.2% | -32.2% | -29.7% |
| 3M | +15.0% | -1.5% | +16.4% | +15.5% |
| 6M | -37.3% | +27.3% | -64.7% | -52.5% |
| YTD | -26.5% | +44.0% | -70.5% | -53.6% |
| 1Y | -46.5% | +50.4% | -96.8% | -68.0% |
| 3Y | +121.1% | +153.6% | -32.5% | -27.7% |
| All | +40.4% | +215.4% | -175.0% | -62.3% |
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