+545.7%
MS vs TTWO
+367.6%
+178.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.3% | -8.1% | -1.7% |
| 7D | +0.8% | +15.2% | -14.4% | -2.7% |
| 30D | -0.7% | +5.2% | -5.9% | -2.1% |
| 3M | -12.4% | -11.4% | -1.0% | -10.2% |
| 6M | -1.7% | +1.9% | -3.6% | -3.1% |
| YTD | +8.0% | -12.3% | +20.3% | +10.0% |
| 1Y | +16.2% | -4.0% | +20.2% | +15.7% |
| 3Y | +171.3% | +51.9% | +119.4% | +139.8% |
| 5Y | +124.8% | +22.9% | +101.8% | +102.4% |
| All | +545.7% | +367.6% | +178.1% | +330.2% |
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