-42.3%
MSTR vs TTWO
-18.4%
-23.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.1% | -2.0% | +2.4% |
| 7D | -1.8% | +7.0% | -8.8% | -4.2% |
| 30D | -13.3% | +2.7% | -16.0% | -14.3% |
| 3M | +46.0% | -13.0% | +59.0% | +52.1% |
| 6M | -22.4% | -7.2% | -15.2% | -21.5% |
| YTD | -6.2% | -18.4% | +12.2% | -11.0% |
| 1Y | -42.3% | -17.2% | -25.0% | -45.2% |
| All | -42.3% | -18.4% | -23.9% | -45.2% |
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