+727.8%
MS vs GDDY
+364.4%
+363.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | +1.6% |
| 7D | +2.5% | -7.6% | +10.1% | +4.6% |
| 30D | 0.0% | +2.0% | -2.0% | -1.1% |
| 3M | +2.4% | +15.1% | -12.6% | -4.0% |
| 6M | +36.4% | -1.1% | +37.5% | +32.9% |
| YTD | +23.8% | -25.1% | +49.0% | +30.5% |
| 1Y | +48.6% | -37.3% | +85.9% | +65.4% |
| 3Y | +179.1% | +24.5% | +154.6% | +143.8% |
| 5Y | +144.8% | +23.5% | +121.3% | +110.0% |
| 10Y | +794.2% | +185.0% | +609.2% | +500.7% |
| All | +727.8% | +364.4% | +363.4% | +434.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling