+667.9%
MTSI vs GDDY
+368.0%
+299.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.8% |
| 7D | +11.1% | -8.1% | +19.2% | +14.4% |
| 30D | -3.7% | +2.3% | -6.0% | -5.8% |
| 3M | -20.2% | +14.7% | -35.0% | -28.6% |
| 6M | +30.8% | +2.1% | +28.7% | +21.1% |
| YTD | +67.0% | -24.6% | +91.6% | +74.5% |
| 1Y | +120.4% | -37.1% | +157.6% | +150.5% |
| 3Y | +260.4% | +25.5% | +234.9% | +187.1% |
| 5Y | +356.3% | +24.2% | +332.0% | +259.4% |
| 10Y | +581.1% | +191.6% | +389.5% | +315.3% |
| All | +667.9% | +368.0% | +299.9% | +354.8% |
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