+212.3%
MAS vs GME
+475.1%
-262.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +3.0% | +2.9% | +0.1% | +2.9% |
| 30D | +22.4% | -4.8% | +27.2% | +22.6% |
| 3M | +14.5% | +39.2% | -24.7% | +13.5% |
| 6M | +27.1% | +17.1% | +10.1% | +26.5% |
| YTD | +35.8% | +28.7% | +7.0% | +34.7% |
| 1Y | +39.4% | +23.3% | +16.1% | +38.5% |
| 3Y | +60.3% | +112.9% | -52.7% | +52.5% |
| 5Y | +39.4% | -48.8% | +88.3% | +35.1% |
| All | +212.3% | +475.1% | -262.7% | +109.4% |
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