-59.8%
MSTR vs TTWO
-12.4%
-47.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -8.3% | +0.4% | -8.6% | -8.4% |
| 30D | +38.1% | -11.3% | +49.4% | +44.1% |
| 3M | +9.0% | +1.6% | +7.4% | +5.7% |
| 6M | -5.3% | +2.1% | -7.4% | -8.3% |
| YTD | -13.8% | -15.8% | +2.0% | -15.1% |
| 1Y | -59.8% | -12.6% | -47.2% | -60.3% |
| All | -59.8% | -12.4% | -47.4% | -60.3% |
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