+545.7%
MS vs GME
+482.1%
+63.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | +0.8% | +4.8% | -4.0% | +0.6% |
| 30D | -0.7% | -4.3% | +3.6% | -0.5% |
| 3M | -12.4% | +35.3% | -47.7% | -13.4% |
| 6M | -1.7% | +4.7% | -6.5% | -2.0% |
| YTD | +8.0% | +26.6% | -18.6% | +6.9% |
| 1Y | +16.2% | +18.3% | -2.1% | +15.3% |
| 3Y | +171.3% | +102.8% | +68.5% | +153.2% |
| 5Y | +124.8% | -48.9% | +173.7% | +114.9% |
| All | +545.7% | +482.1% | +63.6% | +252.1% |
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