+4,321.1%
MSTR vs GME
+1,082.6%
+3,238.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +12.2% | +7.2% | +4.9% | +11.1% |
| 30D | +45.2% | +0.8% | +44.4% | +45.1% |
| 3M | +10.4% | -14.0% | +24.3% | +12.7% |
| 6M | -2.5% | -19.7% | +17.2% | +0.4% |
| YTD | -6.0% | -4.6% | -1.4% | -5.7% |
| 1Y | -56.4% | -14.3% | -42.1% | -55.6% |
| 3Y | +306.3% | +4.0% | +302.3% | +249.3% |
| 5Y | +100.5% | -62.2% | +162.7% | +90.7% |
| 10Y | +741.1% | +241.4% | +499.7% | +207.2% |
| All | +4,321.1% | +1,082.6% | +3,238.4% | +848.7% |
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