-15.6%
MOS vs GME
+15.0%
-30.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.6% | +13.8% | +16.9% |
| 7D | +17.9% | +7.8% | +10.2% | +17.1% |
| 30D | +1.6% | -0.4% | +1.9% | +1.5% |
| 3M | -4.0% | +30.9% | -34.9% | -7.2% |
| 6M | -4.1% | +5.5% | -9.6% | -4.8% |
| YTD | -7.8% | +25.2% | -33.0% | -10.4% |
| 1Y | -15.6% | +14.4% | -30.0% | -18.9% |
| All | -15.6% | +15.0% | -30.5% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling