+677.4%
MSTR vs GME
+255.4%
+422.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.3% | -8.1% | -3.4% |
| 7D | +7.7% | +4.8% | +2.9% | +7.1% |
| 30D | +36.3% | +5.9% | +30.5% | +35.5% |
| 3M | +13.4% | -10.7% | +24.1% | +14.9% |
| 6M | -4.5% | -19.8% | +15.3% | -2.2% |
| YTD | -12.7% | -0.9% | -11.7% | -12.8% |
| 1Y | -59.6% | -15.7% | -43.9% | -58.9% |
| 3Y | +272.5% | +12.3% | +260.2% | +227.8% |
| 5Y | +107.1% | -60.1% | +167.2% | +95.7% |
| 10Y | +677.4% | +265.3% | +412.1% | +294.2% |
| All | +677.4% | +255.4% | +422.0% | +294.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling