+40.4%
MSTR vs TTWO
+23.0%
+17.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.7% |
| 7D | -13.4% | +6.0% | -19.5% | -17.8% |
| 30D | -22.1% | +13.2% | -35.3% | -29.9% |
| 3M | +15.0% | -5.8% | +20.8% | +17.8% |
| 6M | -37.3% | +0.4% | -37.7% | -39.8% |
| YTD | -26.5% | -11.0% | -15.5% | -22.7% |
| 1Y | -46.5% | -4.1% | -42.4% | -47.4% |
| 3Y | +121.1% | +51.8% | +69.3% | +34.9% |
| All | +40.4% | +23.0% | +17.4% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling