+803.2%
MS vs TTWO
+390.3%
+412.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +1.7% | -2.3% | +4.0% | +2.2% |
| 30D | 0.0% | -16.7% | +16.7% | +4.3% |
| 3M | +3.0% | -0.4% | +3.4% | +2.6% |
| 6M | +35.7% | -1.6% | +37.3% | +35.2% |
| YTD | +23.3% | -17.5% | +40.8% | +27.8% |
| 1Y | +44.7% | -14.8% | +59.5% | +48.6% |
| 3Y | +178.0% | +47.9% | +130.1% | +148.8% |
| 5Y | +143.2% | +34.5% | +108.7% | +116.1% |
| 10Y | +803.2% | +394.0% | +409.2% | +556.3% |
| All | +803.2% | +390.3% | +412.8% | +556.3% |
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