-28.1%
MOS vs GDDY
+368.0%
-396.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +1.7% | -8.1% | +9.8% | +3.6% |
| 30D | +11.7% | +2.3% | +9.4% | +10.4% |
| 3M | +23.2% | +14.7% | +8.4% | +16.8% |
| 6M | -1.6% | +2.1% | -3.7% | -4.8% |
| YTD | +10.8% | -24.6% | +35.4% | +16.1% |
| 1Y | -16.2% | -37.1% | +20.9% | -7.6% |
| 3Y | -24.2% | +25.5% | -49.7% | -34.8% |
| 5Y | -6.6% | +24.2% | -30.9% | -20.9% |
| 10Y | +16.3% | +191.6% | -175.3% | -17.6% |
| All | -28.1% | +368.0% | -396.1% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling