+76.9%
TTWO vs MSFU
+72.2%
+4.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.2% |
| 7D | -1.6% | -3.2% | +1.6% | -1.0% |
| 30D | -13.5% | -3.1% | -10.3% | -13.0% |
| 3M | +0.3% | +35.3% | -34.9% | -7.0% |
| 6M | +0.8% | +31.6% | -30.7% | -6.7% |
| YTD | -16.7% | -9.5% | -7.2% | -17.2% |
| 1Y | -14.3% | -18.4% | +4.2% | -13.3% |
| 3Y | +49.4% | +26.9% | +22.5% | +28.3% |
| All | +76.9% | +72.2% | +4.6% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling