+759.1%
MS vs GME
+1,082.6%
-323.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +1.4% | +7.2% | -5.8% | +0.6% |
| 30D | -0.3% | +0.8% | -1.0% | -0.4% |
| 3M | +0.3% | -14.0% | +14.3% | +1.7% |
| 6M | +31.3% | -19.7% | +51.1% | +33.8% |
| YTD | +24.7% | -4.6% | +29.2% | +24.7% |
| 1Y | +47.9% | -14.3% | +62.3% | +49.4% |
| 3Y | +178.3% | +4.0% | +174.3% | +140.0% |
| 5Y | +144.9% | -62.2% | +207.1% | +119.7% |
| 10Y | +804.5% | +241.4% | +563.2% | +98.5% |
| All | +759.1% | +1,082.6% | -323.6% | +19.3% |
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 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