+1,252.0%
MSTR vs TTWO
+4,230.2%
-2,978.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | -8.8% | +21.0% | +14.8% |
| 30D | +45.2% | -8.6% | +53.8% | +48.1% |
| 3M | +10.4% | -0.9% | +11.3% | +10.0% |
| 6M | -2.5% | -0.5% | -2.0% | -2.9% |
| YTD | -6.0% | -16.1% | +10.1% | -2.0% |
| 1Y | -56.4% | -10.8% | -45.6% | -55.4% |
| 3Y | +306.3% | +51.4% | +254.9% | +263.3% |
| 5Y | +100.5% | +33.7% | +66.8% | +88.8% |
| 10Y | +741.1% | +380.3% | +360.8% | +466.3% |
| All | +1,252.0% | +4,230.2% | -2,978.2% | +295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling