-92.4%
MSTU vs GME
+28.9%
-121.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.8% |
| 7D | -25.8% | +2.9% | -28.7% | -27.7% |
| 30D | -43.9% | -4.8% | -39.1% | -40.7% |
| 3M | +2.9% | +39.2% | -36.3% | -22.0% |
| 6M | -75.5% | +17.1% | -92.6% | -78.8% |
| YTD | -76.7% | +28.7% | -105.5% | -81.8% |
| 1Y | -88.9% | +23.3% | -112.3% | -91.1% |
| All | -92.4% | +28.9% | -121.3% | -93.6% |
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 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