+214.8%
MAS vs GDDY
+241.6%
-26.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | +23.8% | +8.4% | +15.4% | +21.0% |
| 3M | +14.4% | +23.7% | -9.2% | +6.9% |
| 6M | +19.7% | +24.3% | -4.5% | +10.1% |
| YTD | +36.0% | -8.8% | +44.8% | +35.4% |
| 1Y | +40.4% | -13.9% | +54.3% | +42.3% |
| 3Y | +58.9% | +29.1% | +29.9% | +36.8% |
| 5Y | +44.5% | +59.1% | -14.6% | +14.5% |
| 10Y | +214.8% | +248.7% | -34.0% | +79.3% |
| All | +214.8% | +241.6% | -26.8% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling