+85.8%
MSFU vs GME
+3.3%
+82.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.2% | -4.8% |
| 7D | -12.7% | +1.6% | -14.3% | -12.7% |
| 30D | -9.0% | -6.2% | -2.8% | -8.6% |
| 3M | +2.9% | +35.8% | -32.8% | +1.0% |
| 6M | +43.5% | +10.3% | +33.3% | +42.4% |
| YTD | -2.4% | +27.2% | -29.7% | -4.0% |
| 1Y | -13.5% | +19.1% | -32.6% | -14.5% |
| 3Y | +19.2% | +103.7% | -84.5% | +1.8% |
| All | +85.8% | +3.3% | +82.4% | +70.4% |
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