+394.9%
TTWO vs MSI
+605.3%
-210.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | -11.3% | -0.8% | -10.6% | -11.2% |
| 3M | +1.6% | +13.9% | -12.3% | -2.8% |
| 6M | +2.1% | +1.3% | +0.7% | +1.0% |
| YTD | -15.8% | +22.3% | -38.1% | -22.1% |
| 1Y | -12.6% | -3.9% | -8.8% | -12.5% |
| 3Y | +48.2% | +69.9% | -21.7% | +21.2% |
| 5Y | +40.0% | +103.8% | -63.8% | +5.8% |
| All | +394.9% | +605.3% | -210.4% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling