+13.3%
GDDY vs MSTZ
-58.4%
+71.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.5% | +1.7% |
| 7D | -3.2% | +17.0% | -20.2% | -2.7% |
| 30D | +6.8% | -61.8% | +68.6% | +5.3% |
| 3M | +30.5% | -54.6% | +85.0% | +29.0% |
| 6M | +13.3% | -59.3% | +72.6% | +8.2% |
| All | +13.3% | -58.4% | +71.8% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling