-56.4%
MSTR vs GME
-15.8%
-40.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +12.2% | +7.2% | +4.9% | +9.0% |
| 30D | +45.2% | +0.8% | +44.4% | +44.7% |
| 3M | +10.4% | -14.0% | +24.3% | +16.5% |
| 6M | -2.5% | -19.7% | +17.2% | +4.4% |
| YTD | -6.0% | -4.6% | -1.4% | -8.2% |
| 1Y | -56.4% | -14.3% | -42.1% | -55.1% |
| All | -56.4% | -15.8% | -40.6% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling