-18.0%
MOS vs GME
-15.8%
-2.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +9.5% | +7.2% | +2.3% | +8.3% |
| 30D | +10.4% | +0.8% | +9.6% | +10.2% |
| 3M | +12.9% | -14.0% | +26.8% | +15.0% |
| 6M | +1.2% | -19.7% | +21.0% | +4.0% |
| YTD | +9.3% | -4.6% | +13.9% | +8.4% |
| 1Y | -18.0% | -14.3% | -3.6% | -14.8% |
| All | -18.0% | -15.8% | -2.2% | -14.8% |
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 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