-58.6%
MSTR vs GME
-16.6%
-42.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.8% |
| 7D | +9.3% | +0.4% | +8.9% | +9.3% |
| 30D | +36.5% | -1.4% | +37.9% | +37.3% |
| 3M | +7.3% | -15.1% | +22.5% | +14.0% |
| 6M | +2.2% | -22.5% | +24.7% | +11.4% |
| YTD | -10.2% | -5.9% | -4.2% | -11.7% |
| 1Y | -58.6% | -18.6% | -40.0% | -55.0% |
| All | -58.6% | -16.6% | -42.0% | -55.0% |
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