-87.5%
MSTU vs GME
-0.8%
-86.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.3% | -10.7% | -10.0% |
| 7D | +12.9% | +4.8% | +8.1% | +8.3% |
| 30D | +68.3% | +5.9% | +62.5% | +60.9% |
| 3M | +0.4% | -10.7% | +11.1% | +9.9% |
| 6M | -41.5% | -19.8% | -21.7% | -30.8% |
| YTD | -61.7% | -0.9% | -60.8% | -62.6% |
| 1Y | -93.7% | -15.7% | -78.0% | -92.8% |
| All | -87.5% | -0.8% | -86.7% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling