+684.3%
MSTR vs GDDY
+368.0%
+316.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | +7.7% | -8.1% | +15.8% | +11.9% |
| 30D | +36.3% | +2.3% | +34.0% | +34.5% |
| 3M | +13.4% | +14.7% | -1.3% | +3.4% |
| 6M | -4.5% | +2.1% | -6.6% | -9.1% |
| YTD | -12.7% | -24.6% | +11.9% | -5.5% |
| 1Y | -59.6% | -37.1% | -22.5% | -52.1% |
| 3Y | +272.5% | +25.5% | +247.0% | +215.8% |
| 5Y | +107.1% | +24.2% | +82.9% | +86.1% |
| 10Y | +677.4% | +191.6% | +485.8% | +465.0% |
| All | +684.3% | +368.0% | +316.3% | +461.2% |
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