-29.8%
MOS vs GME
-48.9%
+19.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 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% | -2.1% |
| 6M | +6.6% | +10.3% | -3.7% | +5.9% |
| YTD | -2.8% | +27.2% | -30.0% | -4.2% |
| 1Y | -8.1% | +19.1% | -27.2% | -9.2% |
| 3Y | -25.6% | +103.7% | -129.3% | -35.1% |
| 5Y | -29.8% | -50.0% | +20.2% | -32.5% |
| All | -29.8% | -48.9% | +19.1% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling