+2,145.2%
MS vs TTWO
+5,556.7%
-3,411.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +3.9% |
| 7D | +0.7% | +8.0% | -7.2% | -1.2% |
| 30D | -0.9% | -2.8% | +1.9% | -0.4% |
| 3M | -13.0% | -15.9% | +2.9% | -9.7% |
| 6M | -2.0% | -5.9% | +3.9% | -1.4% |
| YTD | +7.8% | -19.0% | +26.8% | +12.0% |
| 1Y | +17.9% | -10.6% | +28.5% | +19.6% |
| 3Y | +174.8% | +41.7% | +133.0% | +147.1% |
| 5Y | +119.9% | +11.0% | +108.8% | +104.5% |
| 10Y | +578.8% | +323.3% | +255.6% | +331.9% |
| All | +2,145.2% | +5,556.7% | -3,411.5% | +658.6% |
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