+69.9%
MSI vs GDDY
+30.8%
+39.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.2% |
| 7D | -0.4% | -3.2% | +2.8% | +0.1% |
| 30D | -0.8% | +6.8% | -7.6% | -2.1% |
| 3M | +13.9% | +30.5% | -16.5% | +7.0% |
| 6M | +1.3% | +13.3% | -12.0% | -2.6% |
| YTD | +22.3% | -21.0% | +43.3% | +29.0% |
| 1Y | -3.9% | -34.0% | +30.1% | +7.2% |
| 3Y | +69.9% | +33.1% | +36.8% | +41.0% |
| All | +69.9% | +30.8% | +39.1% | +41.0% |
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 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