+61.7%
MAS vs GME
+72.8%
-11.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.4% | -3.4% |
| 7D | +4.6% | +0.7% | +3.8% | +4.5% |
| 30D | +19.9% | -2.4% | +22.3% | +19.9% |
| 3M | +8.9% | +27.1% | -18.2% | +8.3% |
| 6M | +20.2% | -0.2% | +20.4% | +20.1% |
| YTD | +33.9% | +20.4% | +13.5% | +33.3% |
| 1Y | +34.7% | +9.8% | +24.8% | +34.3% |
| All | +61.7% | +72.8% | -11.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling