+22.5%
MA vs TTWO
-18.4%
+40.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.1% | -3.2% | +2.9% |
| 7D | +10.2% | +7.0% | +3.3% | +9.1% |
| 30D | +19.3% | +2.7% | +16.7% | +18.7% |
| 3M | +18.0% | -13.0% | +31.0% | +19.9% |
| 6M | +33.7% | -7.2% | +40.9% | +34.3% |
| YTD | +18.6% | -18.4% | +37.0% | +18.0% |
| 1Y | +22.5% | -17.2% | +39.7% | +22.1% |
| All | +22.5% | -18.4% | +40.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling