-56.4%
MSTR vs TTWO
-10.0%
-46.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | -8.8% | +21.0% | +15.9% |
| 30D | +45.2% | -8.6% | +53.8% | +48.7% |
| 3M | +10.4% | -0.9% | +11.3% | +8.6% |
| 6M | -2.5% | -0.5% | -2.0% | -4.3% |
| YTD | -6.0% | -16.1% | +10.1% | -7.6% |
| 1Y | -56.4% | -10.8% | -45.6% | -57.4% |
| All | -56.4% | -10.0% | -46.4% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling