+8.5%
MOS vs GME
+241.2%
-232.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +9.5% | +7.2% | +2.3% | +9.2% |
| 30D | +10.4% | +0.8% | +9.6% | +10.4% |
| 3M | +12.9% | -14.0% | +26.8% | +13.6% |
| 6M | +1.2% | -19.7% | +21.0% | +2.1% |
| YTD | +9.3% | -4.6% | +13.9% | +9.4% |
| 1Y | -18.0% | -14.3% | -3.6% | -17.6% |
| 3Y | -29.0% | +4.0% | -33.0% | -33.2% |
| 5Y | -9.6% | -62.2% | +52.6% | -13.4% |
| All | +8.5% | +241.2% | -232.8% | -43.7% |
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