+2,496.8%
MS vs TTWO
+5,755.5%
-3,258.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.4% | -8.8% | +10.2% | +3.6% |
| 30D | -0.3% | -8.6% | +8.4% | +1.7% |
| 3M | +0.3% | -0.9% | +1.2% | +0.1% |
| 6M | +31.3% | -0.5% | +31.8% | +30.6% |
| YTD | +24.7% | -16.1% | +40.8% | +28.9% |
| 1Y | +47.9% | -10.8% | +58.7% | +50.5% |
| 3Y | +178.3% | +51.4% | +127.0% | +146.9% |
| 5Y | +144.9% | +33.7% | +111.2% | +118.2% |
| 10Y | +804.5% | +380.3% | +424.2% | +458.9% |
| All | +2,496.8% | +5,755.5% | -3,258.7% | +773.0% |
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