+128.9%
MOS vs GME
+1,450.5%
-1,321.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.2% |
| 7D | +21.6% | +3.7% | +17.9% | +21.2% |
| 30D | +12.0% | +2.2% | +9.8% | +11.7% |
| 3M | -3.9% | +30.6% | -34.5% | -6.3% |
| 6M | -3.3% | -0.2% | -3.1% | -3.6% |
| YTD | -4.6% | +25.1% | -29.7% | -7.0% |
| 1Y | -7.0% | +17.7% | -24.6% | -8.8% |
| 3Y | -24.4% | +85.7% | -110.1% | -37.1% |
| 5Y | -32.1% | -52.9% | +20.8% | -39.3% |
| 10Y | +10.3% | +504.9% | -494.6% | -69.7% |
| All | +128.9% | +1,450.5% | -1,321.6% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling