+73.5%
MSFT vs TTWO
+41.7%
+31.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.7% |
| 7D | -3.5% | +1.3% | -4.8% | -3.9% |
| 30D | -2.1% | -13.4% | +11.3% | +2.1% |
| 3M | +24.2% | +3.1% | +21.1% | +22.5% |
| 6M | +21.9% | +3.8% | +18.1% | +19.8% |
| YTD | +2.5% | -15.3% | +17.7% | +6.6% |
| 1Y | -0.8% | -11.1% | +10.3% | +1.5% |
| 3Y | +50.8% | +52.0% | -1.2% | +29.0% |
| 5Y | +73.5% | +40.9% | +32.6% | +40.8% |
| All | +73.5% | +41.7% | +31.8% | +40.8% |
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