+481.0%
MSTR vs TTWO
+370.5%
+110.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -13.4% | +6.0% | -19.5% | -16.2% |
| 30D | -22.1% | +13.2% | -35.3% | -27.1% |
| 3M | +15.0% | -5.8% | +20.8% | +16.8% |
| 6M | -37.3% | +0.4% | -37.7% | -38.6% |
| YTD | -26.5% | -11.0% | -15.5% | -23.9% |
| 1Y | -46.5% | -4.1% | -42.4% | -46.7% |
| 3Y | +121.1% | +51.8% | +69.3% | +74.1% |
| 5Y | +37.5% | +21.3% | +16.2% | +13.8% |
| All | +481.0% | +370.5% | +110.5% | +250.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling