+37.7%
TTWO vs MSTU
-87.2%
+124.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.8% |
| 7D | -2.3% | +12.9% | -15.2% | -3.1% |
| 30D | -16.7% | +68.3% | -85.1% | -19.4% |
| 3M | -0.4% | +0.4% | -0.8% | -2.2% |
| 6M | -1.6% | -41.5% | +39.9% | -1.7% |
| YTD | -17.5% | -61.7% | +44.2% | -17.3% |
| 1Y | -14.8% | -93.7% | +78.8% | -7.9% |
| All | +37.7% | -87.2% | +124.9% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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