+731.6%
MSI vs GDDY
+381.9%
+349.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.2% |
| 7D | -1.8% | -7.0% | +5.2% | -0.2% |
| 30D | -0.6% | +6.2% | -6.8% | -2.4% |
| 3M | +13.0% | +20.0% | -7.0% | +6.7% |
| 6M | +0.5% | +6.8% | -6.3% | -3.0% |
| YTD | +21.7% | -22.3% | +44.0% | +26.3% |
| 1Y | -2.6% | -33.5% | +30.9% | +4.9% |
| 3Y | +69.7% | +29.2% | +40.4% | +52.8% |
| 5Y | +102.8% | +28.1% | +74.7% | +80.5% |
| 10Y | +602.9% | +200.2% | +402.7% | +425.7% |
| All | +731.6% | +381.9% | +349.7% | +505.4% |
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