+601.1%
MSI vs GDDY
+207.2%
+393.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | -0.4% | -3.2% | +2.8% | +0.3% |
| 30D | -0.8% | +6.8% | -7.6% | -2.9% |
| 3M | +13.9% | +30.5% | -16.5% | +4.3% |
| 6M | +1.3% | +13.3% | -12.0% | -4.3% |
| YTD | +22.3% | -21.0% | +43.3% | +27.2% |
| 1Y | -3.9% | -34.0% | +30.1% | +5.3% |
| 3Y | +69.9% | +33.1% | +36.8% | +48.1% |
| 5Y | +103.8% | +30.3% | +73.5% | +75.5% |
| All | +601.1% | +207.2% | +393.8% | +371.3% |
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