+122.0%
MS vs GME
-49.3%
+171.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +3.7% | +6.0% | -2.3% | +3.3% |
| 30D | +2.0% | -5.9% | +7.9% | +2.3% |
| 3M | -12.6% | +38.2% | -50.7% | -14.4% |
| 6M | -0.3% | +14.5% | -14.8% | -1.3% |
| YTD | +9.0% | +27.6% | -18.6% | +7.0% |
| 1Y | +13.9% | +19.9% | -6.1% | +12.2% |
| 3Y | +173.6% | +104.3% | +69.3% | +134.4% |
| 5Y | +122.0% | -49.3% | +171.3% | +101.0% |
| All | +122.0% | -49.3% | +171.3% | +101.0% |
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 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