+188.2%
MAGS vs GME
+14.5%
+173.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +1.7% | +2.9% | -1.2% | +1.5% |
| 30D | -5.8% | -4.8% | -1.0% | -5.6% |
| 3M | +0.2% | +39.2% | -39.0% | -1.3% |
| 6M | -2.7% | +17.1% | -19.7% | -3.5% |
| YTD | +4.1% | +28.7% | -24.6% | +2.7% |
| 1Y | +7.5% | +23.3% | -15.8% | +6.2% |
| 3Y | +122.0% | +112.9% | +9.1% | +105.4% |
| All | +188.2% | +14.5% | +173.7% | +171.0% |
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