+197.3%
MKSI vs GME
+18.5%
+178.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.9% |
| 7D | +2.7% | +10.4% | -7.7% | +2.2% |
| 30D | -12.8% | +14.1% | -26.9% | -13.4% |
| 3M | -22.5% | -4.6% | -17.9% | -22.4% |
| 6M | +19.4% | -13.5% | +32.9% | +20.0% |
| YTD | +67.7% | +5.3% | +62.4% | +66.5% |
| 1Y | +131.4% | -14.9% | +146.3% | +132.4% |
| 3Y | +197.3% | +24.3% | +173.1% | +181.5% |
| All | +197.3% | +18.5% | +178.8% | +181.5% |
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