-3.8%
MAS vs GDDY
-36.7%
+32.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -2.2% | -8.1% | +5.9% | -1.5% |
| 30D | -6.7% | +2.3% | -9.0% | -7.0% |
| 3M | -3.7% | +14.7% | -18.4% | -5.6% |
| 6M | +9.0% | +2.1% | +6.9% | +7.7% |
| YTD | +10.8% | -24.6% | +35.4% | +18.5% |
| 1Y | -3.8% | -37.1% | +33.3% | +6.0% |
| All | -3.8% | -36.7% | +32.9% | +6.0% |
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