+275.2%
MSTR vs GDDY
+28.5%
+246.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -4.1% |
| 7D | -11.2% | -7.0% | -4.2% | -9.1% |
| 30D | +33.8% | +6.2% | +27.6% | +30.9% |
| 3M | +11.5% | +20.0% | -8.6% | +2.0% |
| 6M | -7.2% | +6.8% | -14.0% | -11.4% |
| YTD | -15.4% | -22.3% | +6.9% | -3.8% |
| 1Y | -60.6% | -33.5% | -27.1% | -50.6% |
| All | +275.2% | +28.5% | +246.6% | +306.6% |
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 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