+35.3%
MAS vs GME
-62.8%
+98.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | -0.8% | +7.2% | -8.0% | -1.1% |
| 30D | -5.6% | +0.8% | -6.4% | -5.6% |
| 3M | +4.4% | -14.0% | +18.4% | +5.1% |
| 6M | +7.2% | -19.7% | +26.9% | +8.2% |
| YTD | +16.1% | -4.6% | +20.7% | +16.2% |
| 1Y | +0.1% | -14.3% | +14.4% | +0.6% |
| 3Y | +28.3% | +4.0% | +24.3% | +19.3% |
| All | +35.3% | -62.8% | +98.1% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling