+298.4%
MSTR vs TTWO
+49.3%
+249.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.0% |
| 7D | +9.3% | -1.6% | +10.9% | +10.3% |
| 30D | +36.5% | -13.5% | +50.0% | +47.3% |
| 3M | +7.3% | +0.3% | +7.0% | +4.7% |
| 6M | +2.2% | +0.8% | +1.4% | -0.8% |
| YTD | -10.2% | -16.7% | +6.5% | -2.0% |
| 1Y | -58.6% | -14.3% | -44.4% | -56.0% |
| All | +298.4% | +49.3% | +249.1% | +187.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling