+40.4%
MAS vs GDDY
-11.8%
+52.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.4% | +5.3% |
| 7D | +14.2% | +11.1% | +3.1% | +13.2% |
| 30D | +26.8% | +18.6% | +8.2% | +25.3% |
| 3M | +13.1% | +32.8% | -19.7% | +10.6% |
| 6M | +27.9% | +34.0% | -6.1% | +23.9% |
| YTD | +38.7% | -4.6% | +43.3% | +49.1% |
| 1Y | +40.4% | -12.5% | +52.8% | +62.2% |
| All | +40.4% | -11.8% | +52.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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