+144.8%
MS vs TTWO
+33.8%
+111.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +2.5% | -1.6% | +4.0% | +2.9% |
| 30D | 0.0% | -13.5% | +13.4% | +3.7% |
| 3M | +2.4% | +0.3% | +2.1% | +1.7% |
| 6M | +36.4% | +0.8% | +35.5% | +34.8% |
| YTD | +23.8% | -16.7% | +40.5% | +28.4% |
| 1Y | +48.6% | -14.3% | +62.9% | +52.7% |
| 3Y | +179.1% | +49.4% | +129.8% | +144.7% |
| 5Y | +144.8% | +33.8% | +111.1% | +104.5% |
| All | +144.8% | +33.8% | +111.0% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling