+354.7%
MNST vs TTWO
+370.5%
-15.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.6% | +6.0% | -4.4% | +0.4% |
| 30D | +5.1% | +13.2% | -8.1% | +2.5% |
| 3M | -0.5% | -5.8% | +5.4% | +0.3% |
| 6M | +8.1% | +0.4% | +7.8% | +7.3% |
| YTD | +21.2% | -11.0% | +32.2% | +22.5% |
| 1Y | +30.7% | -4.1% | +34.8% | +30.1% |
| 3Y | +67.3% | +51.8% | +15.5% | +48.5% |
| 5Y | +101.9% | +21.3% | +80.6% | +84.3% |
| All | +354.7% | +370.5% | -15.8% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling