+2,187.3%
MS vs TTWO
+6,208.8%
-4,021.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.3% | +0.9% |
| 7D | -1.7% | +10.7% | -12.5% | -4.3% |
| 30D | +0.9% | +10.8% | -9.8% | -1.7% |
| 3M | -10.8% | -7.7% | -3.2% | -9.6% |
| 6M | +0.9% | +4.4% | -3.5% | -1.1% |
| YTD | +9.8% | -9.7% | +19.5% | +11.1% |
| 1Y | +17.1% | -3.9% | +21.0% | +16.7% |
| 3Y | +175.7% | +56.4% | +119.3% | +141.9% |
| 5Y | +125.9% | +24.6% | +101.3% | +104.2% |
| 10Y | +556.2% | +382.4% | +173.8% | +304.6% |
| All | +2,187.3% | +6,208.8% | -4,021.5% | +652.4% |
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