+248.7%
MNST vs TTWO
+410.0%
-161.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.1% |
| 7D | -2.2% | +1.3% | -3.6% | -2.5% |
| 30D | -5.4% | -13.4% | +8.0% | -2.9% |
| 3M | -5.5% | +3.1% | -8.6% | -6.4% |
| 6M | +12.4% | +3.8% | +8.6% | +10.7% |
| YTD | +12.4% | -15.3% | +27.7% | +15.0% |
| 1Y | +37.2% | -11.1% | +48.3% | +38.6% |
| 3Y | +52.9% | +52.0% | +0.9% | +35.8% |
| 5Y | +79.7% | +40.9% | +38.8% | +58.1% |
| All | +248.7% | +410.0% | -161.3% | +159.0% |
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