+2.8%
MOS vs GME
+520.4%
-517.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.7% |
| 7D | +19.7% | +5.8% | +13.9% | +19.4% |
| 30D | +21.5% | -3.7% | +25.2% | +21.7% |
| 3M | -0.4% | +33.6% | -34.0% | -1.8% |
| 6M | +4.5% | +5.4% | -0.9% | +4.1% |
| YTD | -2.9% | +27.4% | -30.3% | -4.2% |
| 1Y | -7.7% | +19.0% | -26.7% | -8.7% |
| 3Y | -25.6% | +101.5% | -127.1% | -32.2% |
| 5Y | -31.2% | -50.5% | +19.3% | -34.9% |
| 10Y | +2.8% | +493.3% | -490.5% | -51.6% |
| All | +2.8% | +520.4% | -517.6% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling