+40.9%
TTWO vs MSI
+100.4%
-59.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | +1.3% | -1.8% | +3.1% | +1.8% |
| 30D | -13.4% | -0.6% | -12.8% | -13.3% |
| 3M | +3.1% | +13.0% | -9.9% | -0.8% |
| 6M | +3.8% | +0.5% | +3.3% | +3.2% |
| YTD | -15.3% | +21.7% | -37.0% | -21.3% |
| 1Y | -11.1% | -2.6% | -8.5% | -10.6% |
| 3Y | +52.0% | +69.7% | -17.7% | +22.5% |
| 5Y | +40.9% | +102.8% | -61.9% | +0.1% |
| All | +40.9% | +100.4% | -59.5% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling