+791,732.3%
MNST vs TTWO
+5,755.5%
+785,976.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -6.5% | -8.8% | +2.3% | -5.6% |
| 30D | -7.2% | -8.6% | +1.4% | -6.4% |
| 3M | -1.0% | -0.9% | -0.1% | -1.1% |
| 6M | +11.5% | -0.5% | +12.0% | +11.1% |
| YTD | +14.3% | -16.1% | +30.5% | +15.8% |
| 1Y | +38.1% | -10.8% | +48.9% | +38.9% |
| 3Y | +55.0% | +51.4% | +3.6% | +46.2% |
| 5Y | +79.6% | +33.7% | +45.9% | +69.7% |
| 10Y | +241.8% | +380.3% | -138.5% | +181.1% |
| All | +791,732.3% | +5,755.5% | +785,976.8% | +526,996.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling