+48.2%
TTWO vs MSFU
+26.0%
+22.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.4% | -1.8% | +2.2% | +0.7% |
| 30D | -11.3% | +0.5% | -11.8% | -11.5% |
| 3M | +1.6% | +51.9% | -50.3% | -7.1% |
| 6M | +2.1% | +35.0% | -32.9% | -5.1% |
| YTD | -15.8% | -9.0% | -6.8% | -16.5% |
| 1Y | -12.6% | -18.8% | +6.2% | -11.9% |
| 3Y | +48.2% | +25.5% | +22.7% | +32.4% |
| All | +48.2% | +26.0% | +22.2% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling