+644.6%
MS vs GME
+1,469.6%
-825.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | +0.8% | +4.8% | -4.0% | +0.3% |
| 30D | -0.7% | -4.3% | +3.6% | -0.3% |
| 3M | -12.4% | +35.3% | -47.7% | -15.2% |
| 6M | -1.7% | +4.7% | -6.5% | -2.6% |
| YTD | +8.0% | +26.6% | -18.6% | +4.8% |
| 1Y | +16.2% | +18.3% | -2.1% | +13.4% |
| 3Y | +171.3% | +102.8% | +68.5% | +117.5% |
| 5Y | +124.8% | -48.9% | +173.7% | +95.5% |
| 10Y | +553.7% | +480.5% | +73.2% | +25.9% |
| All | +644.6% | +1,469.6% | -825.1% | +0.2% |
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