+12.7%
MOS vs GDDY
+201.9%
-189.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.2% | -3.1% |
| 7D | +0.5% | -7.0% | +7.5% | +2.4% |
| 30D | +10.9% | +6.2% | +4.7% | +8.1% |
| 3M | +29.2% | +20.0% | +9.2% | +19.5% |
| 6M | -2.3% | +6.8% | -9.1% | -7.5% |
| YTD | +8.3% | -22.3% | +30.6% | +13.6% |
| 1Y | -21.2% | -33.5% | +12.3% | -12.7% |
| 3Y | -25.9% | +29.2% | -55.2% | -40.0% |
| 5Y | -9.4% | +28.1% | -37.4% | -28.4% |
| All | +12.7% | +201.9% | -189.2% | -36.4% |
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