+7.6%
MOS vs GME
+497.1%
-489.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | 0.0% |
| 7D | +21.6% | +3.7% | +17.9% | +21.4% |
| 30D | +12.0% | +2.2% | +9.8% | +11.8% |
| 3M | -3.9% | +30.6% | -34.5% | -5.1% |
| 6M | -3.3% | -0.2% | -3.1% | -3.5% |
| YTD | -4.6% | +25.1% | -29.7% | -5.8% |
| 1Y | -7.0% | +17.7% | -24.6% | -7.9% |
| 3Y | -24.4% | +85.7% | -110.1% | -30.8% |
| 5Y | -32.1% | -52.9% | +20.8% | -35.7% |
| All | +7.6% | +497.1% | -489.5% | -48.0% |
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