+0.6%
MOS vs GME
+484.8%
-484.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +5.5% | +1.6% | +3.8% | +5.4% |
| 30D | +21.0% | -6.2% | +27.1% | +21.3% |
| 3M | -0.5% | +35.8% | -36.2% | -1.9% |
| 6M | +6.6% | +10.3% | -3.7% | +6.0% |
| YTD | -2.8% | +27.2% | -30.0% | -4.0% |
| 1Y | -8.1% | +19.1% | -27.2% | -9.0% |
| 3Y | -25.6% | +103.7% | -129.3% | -32.1% |
| 5Y | -29.8% | -50.0% | +20.2% | -33.6% |
| 10Y | +0.6% | +471.4% | -470.9% | -52.3% |
| All | +0.6% | +484.8% | -484.3% | -52.3% |
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