+3,788.2%
MSTR vs GME
+1,479.5%
+2,308.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.9% |
| 7D | -4.0% | +5.8% | -9.7% | -4.7% |
| 30D | -18.6% | -3.7% | -15.0% | -18.1% |
| 3M | +25.6% | +33.6% | -8.0% | +20.5% |
| 6M | -33.1% | +5.4% | -38.4% | -33.7% |
| YTD | -17.3% | +27.4% | -44.8% | -20.5% |
| 1Y | -48.1% | +19.0% | -67.1% | -49.6% |
| 3Y | +154.2% | +101.5% | +52.7% | +99.6% |
| 5Y | +46.2% | -50.5% | +96.7% | +33.6% |
| 10Y | +554.5% | +493.3% | +61.2% | +115.2% |
| All | +3,788.2% | +1,479.5% | +2,308.7% | +700.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling