+3,891.6%
MSTR vs GME
+1,450.5%
+2,441.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.8% |
| 7D | -1.2% | +3.7% | -4.9% | -1.7% |
| 30D | -15.9% | +2.2% | -18.1% | -16.1% |
| 3M | +33.1% | +30.6% | +2.5% | +28.1% |
| 6M | -31.0% | -0.2% | -30.8% | -31.1% |
| YTD | -15.1% | +25.1% | -40.2% | -18.1% |
| 1Y | -45.6% | +17.7% | -63.3% | -47.1% |
| 3Y | +180.5% | +85.7% | +94.8% | +122.7% |
| 5Y | +61.7% | -52.9% | +114.5% | +48.6% |
| 10Y | +578.0% | +504.9% | +73.1% | +121.4% |
| All | +3,891.6% | +1,450.5% | +2,441.1% | +723.6% |
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