+659.5%
MSTR vs TTWO
+406.5%
+253.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -8.3% | +0.4% | -8.6% | -8.5% |
| 30D | +38.1% | -11.3% | +49.4% | +45.5% |
| 3M | +9.0% | +1.6% | +7.4% | +6.6% |
| 6M | -5.3% | +2.1% | -7.4% | -7.7% |
| YTD | -13.8% | -15.8% | +2.0% | -7.6% |
| 1Y | -59.8% | -12.6% | -47.2% | -57.9% |
| 3Y | +282.2% | +48.2% | +234.0% | +207.9% |
| 5Y | +112.8% | +40.0% | +72.8% | +73.8% |
| All | +659.5% | +406.5% | +253.0% | +424.8% |
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 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