+180.5%
MSTR vs GME
+79.6%
+101.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.9% |
| 7D | -1.2% | +3.7% | -4.9% | -1.7% |
| 30D | -15.9% | +2.2% | -18.1% | -16.2% |
| 3M | +33.1% | +30.6% | +2.5% | +27.4% |
| 6M | -31.0% | -0.2% | -30.8% | -31.2% |
| YTD | -15.1% | +25.1% | -40.2% | -18.5% |
| 1Y | -45.6% | +17.7% | -63.3% | -47.3% |
| 3Y | +180.5% | +85.7% | +94.8% | +103.8% |
| All | +180.5% | +79.6% | +101.0% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling