-10.8%
TTWO vs MSFU
-18.4%
+7.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +0.9% |
| 7D | -8.8% | -5.7% | -3.1% | -8.0% |
| 30D | -8.6% | +4.2% | -12.8% | -9.2% |
| 3M | -0.9% | +27.9% | -28.8% | -4.7% |
| 6M | -0.5% | +37.1% | -37.6% | -6.9% |
| YTD | -16.1% | -7.4% | -8.8% | -18.8% |
| 1Y | -10.8% | -19.6% | +8.8% | -14.2% |
| All | -10.8% | -18.4% | +7.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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