+112.4%
MS vs GME
-52.7%
+165.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -0.8% |
| 7D | -1.6% | +3.7% | -5.2% | -1.8% |
| 30D | -3.8% | +2.2% | -6.0% | -3.9% |
| 3M | -14.6% | +30.6% | -45.2% | -16.1% |
| 6M | -5.1% | -0.2% | -4.9% | -5.3% |
| YTD | +4.5% | +25.1% | -20.6% | +2.7% |
| 1Y | +13.5% | +17.7% | -4.1% | +12.0% |
| 3Y | +160.4% | +85.7% | +74.7% | +125.0% |
| All | +112.4% | -52.7% | +165.1% | +94.3% |
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 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