-19.6%
MSFU vs GME
-15.8%
-3.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -5.7% | +7.2% | -12.9% | -7.3% |
| 30D | +4.2% | +0.8% | +3.4% | +4.0% |
| 3M | +27.9% | -14.0% | +41.9% | +32.3% |
| 6M | +37.1% | -19.7% | +56.9% | +43.6% |
| YTD | -7.4% | -4.6% | -2.8% | -6.9% |
| 1Y | -19.6% | -14.3% | -5.3% | -17.9% |
| All | -19.6% | -15.8% | -3.8% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling