-30.1%
GDDY vs MSTZ
-29.5%
-0.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.9% | -2.2% |
| 7D | +3.7% | -29.7% | +33.4% | +3.3% |
| 30D | +10.4% | -65.3% | +75.7% | +9.1% |
| 3M | +19.4% | -57.3% | +76.7% | +18.4% |
| 6M | +14.3% | -61.6% | +75.9% | +13.0% |
| YTD | -18.4% | -78.3% | +59.9% | -19.0% |
| 1Y | -30.1% | -30.2% | +0.2% | -24.1% |
| All | -30.1% | -29.5% | -0.6% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling