+481.0%
MSTR vs GME
+475.1%
+6.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -13.4% | +2.9% | -16.3% | -13.7% |
| 30D | -22.1% | -4.8% | -17.3% | -21.6% |
| 3M | +15.0% | +39.2% | -24.2% | +10.5% |
| 6M | -37.3% | +17.1% | -54.4% | -38.6% |
| YTD | -26.5% | +28.7% | -55.3% | -28.9% |
| 1Y | -46.5% | +23.3% | -69.8% | -48.0% |
| 3Y | +121.1% | +112.9% | +8.1% | +81.2% |
| 5Y | +37.5% | -48.8% | +86.3% | +25.9% |
| All | +481.0% | +475.1% | +6.0% | +188.1% |
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 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