+107.1%
MSTR vs TTWO
+33.4%
+73.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.0% |
| 7D | +7.7% | -2.3% | +10.0% | +9.7% |
| 30D | +36.3% | -16.7% | +53.1% | +56.3% |
| 3M | +13.4% | -0.4% | +13.8% | +10.6% |
| 6M | -4.5% | -1.6% | -2.9% | -6.4% |
| YTD | -12.7% | -17.5% | +4.9% | -1.0% |
| 1Y | -59.6% | -14.8% | -44.8% | -56.0% |
| 3Y | +272.5% | +47.9% | +224.6% | +134.5% |
| 5Y | +107.1% | +34.5% | +72.7% | +20.1% |
| All | +107.1% | +33.4% | +73.7% | +20.1% |
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