-9.4%
MOS vs GDDY
+27.3%
-36.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.2% | -2.7% |
| 7D | +0.5% | -7.0% | +7.5% | +1.6% |
| 30D | +10.9% | +6.2% | +4.7% | +9.4% |
| 3M | +29.2% | +20.0% | +9.2% | +23.7% |
| 6M | -2.3% | +6.8% | -9.1% | -5.0% |
| YTD | +8.3% | -22.3% | +30.6% | +13.7% |
| 1Y | -21.2% | -33.5% | +12.3% | -13.8% |
| 3Y | -25.9% | +29.2% | -55.2% | -38.7% |
| 5Y | -9.4% | +28.1% | -37.4% | -16.5% |
| All | -9.4% | +27.3% | -36.7% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling