+63.0%
MAS vs GDDY
+27.8%
+35.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +4.8% |
| 7D | +3.3% | -4.2% | +7.5% | +3.8% |
| 30D | +25.5% | +7.1% | +18.4% | +24.4% |
| 3M | +11.8% | +22.7% | -10.9% | +8.6% |
| 6M | +21.3% | +22.7% | -1.4% | +16.8% |
| YTD | +37.7% | -10.0% | +47.7% | +40.1% |
| 1Y | +41.0% | -15.4% | +56.4% | +45.2% |
| 3Y | +63.0% | +28.7% | +34.3% | +31.5% |
| All | +63.0% | +27.8% | +35.2% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling