+215.9%
MAS vs GME
+497.1%
-281.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.9% | -2.0% |
| 7D | +2.0% | +3.7% | -1.7% | +1.9% |
| 30D | +19.4% | +2.2% | +17.2% | +19.3% |
| 3M | +9.4% | +30.6% | -21.2% | +8.6% |
| 6M | +15.3% | -0.2% | +15.5% | +15.2% |
| YTD | +31.3% | +25.1% | +6.2% | +30.4% |
| 1Y | +34.9% | +17.7% | +17.2% | +34.1% |
| 3Y | +58.6% | +85.7% | -27.1% | +51.5% |
| 5Y | +40.7% | -52.9% | +93.6% | +36.6% |
| All | +215.9% | +497.1% | -281.3% | +111.0% |
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