+193.4%
MAGS vs GME
-6.3%
+199.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.9% |
| 7D | +0.6% | +10.4% | -9.7% | +0.2% |
| 30D | +3.2% | +14.1% | -10.9% | +2.6% |
| 3M | +7.7% | -4.6% | +12.3% | +7.8% |
| 6M | +12.5% | -13.5% | +26.0% | +13.0% |
| YTD | +6.0% | +5.3% | +0.6% | +5.5% |
| 1Y | +14.4% | -14.9% | +29.3% | +14.9% |
| 3Y | +127.5% | +24.3% | +103.3% | +117.0% |
| All | +193.4% | -6.3% | +199.7% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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