+79.9%
TTWO vs MSFU
+71.2%
+8.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.3% | -6.9% | +8.3% | +2.8% |
| 30D | -13.4% | -5.1% | -8.3% | -12.6% |
| 3M | +3.1% | +44.6% | -41.6% | -6.0% |
| 6M | +3.8% | +32.8% | -29.0% | -4.3% |
| YTD | -15.3% | -10.1% | -5.2% | -15.7% |
| 1Y | -11.1% | -19.4% | +8.3% | -9.9% |
| 3Y | +52.0% | +26.2% | +25.8% | +30.7% |
| All | +79.9% | +71.2% | +8.7% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling