-23.1%
MOS vs GDDY
+24.8%
-47.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | +1.7% | -8.1% | +9.8% | +1.9% |
| 30D | +11.7% | +2.3% | +9.4% | +11.5% |
| 3M | +23.2% | +14.7% | +8.4% | +22.5% |
| 6M | -1.6% | +2.1% | -3.7% | -1.5% |
| YTD | +10.8% | -24.6% | +35.4% | +14.7% |
| 1Y | -16.2% | -37.1% | +20.9% | -11.3% |
| All | -23.1% | +24.8% | -47.9% | -27.8% |
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