+564.3%
MTSI vs GDDY
+207.2%
+357.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | +2.2% | -3.2% | +5.4% | +3.3% |
| 30D | -11.5% | +6.8% | -18.3% | -15.4% |
| 3M | -26.6% | +30.5% | -57.1% | -39.2% |
| 6M | +23.5% | +13.3% | +10.2% | +7.3% |
| YTD | +60.5% | -21.0% | +81.5% | +65.6% |
| 1Y | +109.7% | -34.0% | +143.7% | +139.2% |
| 3Y | +247.8% | +33.1% | +214.8% | +153.2% |
| 5Y | +328.4% | +30.3% | +298.1% | +206.8% |
| All | +564.3% | +207.2% | +357.1% | +190.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling