+50.9%
MNST vs TTWO
+47.8%
+3.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -3.6% | -2.3% | -1.2% | -3.4% |
| 30D | -6.3% | -16.7% | +10.4% | -5.2% |
| 3M | -5.0% | -0.4% | -4.5% | -5.1% |
| 6M | +13.1% | -1.6% | +14.8% | +12.8% |
| YTD | +11.8% | -17.5% | +29.3% | +13.8% |
| 1Y | +35.2% | -14.8% | +50.1% | +36.8% |
| All | +50.9% | +47.8% | +3.1% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling