+71.2%
MSFU vs GME
-17.5%
+88.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | -6.9% | +6.0% | -13.0% | -7.3% |
| 30D | -5.1% | +8.3% | -13.5% | -5.6% |
| 3M | +44.6% | -9.1% | +53.7% | +45.3% |
| 6M | +32.8% | -16.3% | +49.1% | +34.0% |
| YTD | -10.1% | +1.5% | -11.6% | -10.2% |
| 1Y | -19.4% | -16.3% | -3.0% | -18.7% |
| 3Y | +26.2% | +15.1% | +11.0% | +14.9% |
| All | +71.2% | -17.5% | +88.8% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling