+597.6%
MSI vs GME
+271.8%
+325.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.8% |
| 7D | -1.8% | +6.0% | -7.8% | -1.9% |
| 30D | -0.6% | +8.3% | -9.0% | -0.8% |
| 3M | +13.0% | -9.1% | +22.1% | +13.2% |
| 6M | +0.5% | -16.3% | +16.8% | +0.8% |
| YTD | +21.7% | +1.5% | +20.2% | +21.5% |
| 1Y | -2.6% | -16.3% | +13.7% | -2.4% |
| 3Y | +69.7% | +15.1% | +54.5% | +63.7% |
| 5Y | +102.8% | -57.2% | +160.0% | +97.1% |
| All | +597.6% | +271.8% | +325.9% | +375.7% |
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