+663.4%
MSI vs GME
+475.1%
+188.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +3.2% | +2.9% | +0.3% | +3.2% |
| 30D | +17.6% | -4.8% | +22.4% | +17.7% |
| 3M | +14.5% | +39.2% | -24.7% | +13.7% |
| 6M | +34.3% | +17.1% | +17.2% | +33.7% |
| YTD | +39.7% | +28.7% | +11.0% | +38.7% |
| 1Y | +40.2% | +23.3% | +16.8% | +39.3% |
| 3Y | +77.1% | +112.9% | -35.8% | +68.5% |
| 5Y | +124.0% | -48.8% | +172.9% | +117.0% |
| All | +663.4% | +475.1% | +188.3% | +413.3% |
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