-86.8%
MSTU vs GME
-5.8%
-81.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.4% | -7.2% | -7.4% |
| 7D | +16.1% | +0.4% | +15.7% | +16.2% |
| 30D | +68.7% | -1.4% | +70.1% | +72.2% |
| 3M | -11.0% | -15.1% | +4.1% | +2.3% |
| 6M | -33.4% | -22.5% | -10.9% | -18.4% |
| YTD | -59.5% | -5.9% | -53.6% | -58.5% |
| 1Y | -93.4% | -18.6% | -74.7% | -92.2% |
| All | -86.8% | -5.8% | -81.0% | -85.5% |
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