+545.8%
MAS vs GME
+1,451.7%
-905.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.1% | +5.4% |
| 7D | +14.2% | +7.8% | +6.4% | +13.6% |
| 30D | +26.8% | -0.4% | +27.2% | +26.8% |
| 3M | +13.1% | +30.9% | -17.7% | +10.9% |
| 6M | +27.9% | +5.5% | +22.5% | +27.1% |
| YTD | +38.7% | +25.2% | +13.5% | +35.9% |
| 1Y | +40.4% | +14.4% | +26.0% | +38.4% |
| 3Y | +66.1% | +81.3% | -15.2% | +44.1% |
| 5Y | +47.4% | -53.8% | +101.3% | +35.2% |
| 10Y | +238.3% | +505.4% | -267.1% | +11.9% |
| All | +545.8% | +1,451.7% | -905.9% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling