+6,602.7%
MSFT vs TTWO
+5,717.4%
+885.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -1.4% | -1.6% | +0.2% | -1.2% |
| 30D | -1.0% | -13.5% | +12.5% | +1.4% |
| 3M | +20.2% | +0.3% | +19.8% | +19.9% |
| 6M | +21.3% | +0.8% | +20.4% | +20.8% |
| YTD | +2.8% | -16.7% | +19.5% | +5.7% |
| 1Y | 0.0% | -14.3% | +14.2% | +2.1% |
| 3Y | +51.2% | +49.4% | +1.8% | +39.6% |
| 5Y | +71.4% | +33.8% | +37.7% | +59.0% |
| 10Y | +868.6% | +392.8% | +475.8% | +634.4% |
| All | +6,602.7% | +5,717.4% | +885.3% | +3,006.0% |
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