+95.0%
MSFU vs GME
+2.8%
+92.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.3% |
| 7D | +4.0% | +4.8% | -0.7% | +3.8% |
| 30D | -2.3% | -4.3% | +1.9% | -2.0% |
| 3M | +7.1% | +35.3% | -28.2% | +5.1% |
| 6M | +48.9% | +4.7% | +44.2% | +48.2% |
| YTD | +2.4% | +26.6% | -24.2% | +0.9% |
| 1Y | -8.1% | +18.3% | -26.4% | -9.2% |
| 3Y | +25.2% | +102.8% | -77.6% | +6.9% |
| All | +95.0% | +2.8% | +92.2% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling