-88.0%
MSTU vs GDDY
-36.3%
-51.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +2.6% |
| 7D | -16.6% | -3.2% | -13.4% | -15.0% |
| 30D | +69.7% | +6.8% | +62.9% | +63.6% |
| 3M | -7.5% | +30.5% | -37.9% | -24.7% |
| 6M | -43.1% | +13.3% | -56.4% | -49.8% |
| YTD | -63.0% | -21.0% | -42.1% | -51.7% |
| 1Y | -93.8% | -34.0% | -59.8% | -89.5% |
| All | -88.0% | -36.3% | -51.6% | -84.2% |
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