+1,267.3%
MSI vs GME
+1,082.6%
+184.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -3.7% | +7.2% | -10.9% | -4.1% |
| 30D | +6.8% | +0.8% | +6.0% | +6.8% |
| 3M | +14.3% | -14.0% | +28.3% | +15.3% |
| 6M | -1.6% | -19.7% | +18.2% | -0.5% |
| YTD | +22.8% | -4.6% | +27.4% | +22.7% |
| 1Y | -1.1% | -14.3% | +13.2% | -0.6% |
| 3Y | +70.5% | +4.0% | +66.5% | +55.0% |
| 5Y | +102.8% | -62.2% | +165.0% | +88.8% |
| 10Y | +597.4% | +241.4% | +356.1% | +186.3% |
| All | +1,267.3% | +1,082.6% | +184.7% | +247.6% |
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