+40.4%
MAS vs GDDY
-14.4%
+54.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | +23.8% | +8.4% | +15.4% | +23.1% |
| 3M | +14.4% | +23.7% | -9.2% | +12.5% |
| 6M | +19.7% | +24.3% | -4.5% | +16.5% |
| YTD | +36.0% | -8.8% | +44.8% | +47.7% |
| 1Y | +40.4% | -13.9% | +54.3% | +60.9% |
| All | +40.4% | -14.4% | +54.7% | +60.9% |
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