+210.3%
MAS vs GME
+509.0%
-298.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.5% | -1.6% |
| 7D | +2.4% | +3.7% | -1.3% | +2.3% |
| 30D | +19.8% | +2.2% | +17.6% | +19.8% |
| 3M | +9.8% | +30.6% | -20.8% | +9.0% |
| 6M | +15.8% | -0.2% | +16.0% | +15.7% |
| YTD | +31.8% | +25.1% | +6.7% | +30.9% |
| 1Y | +35.4% | +17.7% | +17.7% | +34.6% |
| 3Y | +59.2% | +85.7% | -26.5% | +52.0% |
| 5Y | +41.2% | -52.9% | +94.1% | +37.1% |
| All | +210.3% | +509.0% | -298.7% | +105.7% |
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