-42.3%
MSTR vs GDDY
-11.8%
-30.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +4.7% |
| 7D | -1.8% | +11.1% | -12.9% | -2.7% |
| 30D | -13.3% | +18.6% | -31.9% | -14.8% |
| 3M | +46.0% | +32.8% | +13.2% | +43.3% |
| 6M | -22.4% | +34.0% | -56.5% | -22.4% |
| YTD | -6.2% | -4.6% | -1.6% | -10.9% |
| 1Y | -42.3% | -12.5% | -29.8% | -44.3% |
| All | -42.3% | -11.8% | -30.5% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling