+72.2%
MSFU vs GME
-23.6%
+95.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -3.2% | +0.4% | -3.6% | -3.2% |
| 30D | -3.1% | -1.4% | -1.7% | -3.1% |
| 3M | +35.3% | -15.1% | +50.4% | +36.5% |
| 6M | +31.6% | -22.5% | +54.1% | +33.4% |
| YTD | -9.5% | -5.9% | -3.6% | -9.2% |
| 1Y | -18.4% | -18.6% | +0.2% | -17.5% |
| 3Y | +26.9% | +6.7% | +20.3% | +16.2% |
| All | +72.2% | -23.6% | +95.9% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling