+11.7%
MOS vs GDDY
+207.2%
-195.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | -1.7% | -3.2% | +1.5% | -1.0% |
| 30D | +12.4% | +6.8% | +5.6% | +9.4% |
| 3M | +20.5% | +30.5% | -10.0% | +8.7% |
| 6M | -12.0% | +13.3% | -25.3% | -18.1% |
| YTD | +7.4% | -21.0% | +28.4% | +12.1% |
| 1Y | -22.5% | -34.0% | +11.5% | -13.7% |
| 3Y | -25.5% | +33.1% | -58.5% | -40.3% |
| 5Y | -10.1% | +30.3% | -40.4% | -29.4% |
| All | +11.7% | +207.2% | -195.5% | -37.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling