-19.0%
MSFU vs GME
-13.9%
-5.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -2.2% |
| 7D | -2.3% | +4.8% | -7.2% | -3.5% |
| 30D | -6.3% | +5.9% | -12.1% | -7.5% |
| 3M | +40.0% | -10.7% | +50.7% | +43.4% |
| 6M | +30.1% | -19.8% | +49.9% | +36.9% |
| YTD | -10.3% | -0.9% | -9.4% | -10.8% |
| 1Y | -19.0% | -15.7% | -3.3% | -15.5% |
| All | -19.0% | -13.9% | -5.1% | -15.5% |
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