+5,346.0%
TTWO vs MSI
+845.7%
+4,500.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -1.6% | -5.8% | +4.2% | +0.1% |
| 30D | -13.5% | -1.0% | -12.5% | -13.3% |
| 3M | +0.3% | +14.2% | -13.8% | -3.8% |
| 6M | +0.8% | +1.0% | -0.2% | -0.2% |
| YTD | -16.7% | +21.5% | -38.2% | -22.2% |
| 1Y | -14.3% | -2.1% | -12.1% | -15.0% |
| 3Y | +49.4% | +69.3% | -19.9% | +25.6% |
| 5Y | +33.8% | +99.3% | -65.5% | +6.2% |
| 10Y | +392.8% | +595.0% | -202.2% | +165.1% |
| All | +5,346.0% | +845.7% | +4,500.3% | +1,913.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling