+499.0%
MA vs TTWO
+410.0%
+89.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.1% |
| 7D | -3.5% | +1.3% | -4.8% | -3.8% |
| 30D | +0.7% | -13.4% | +14.1% | +4.6% |
| 3M | +15.8% | +3.1% | +12.7% | +14.2% |
| 6M | +10.2% | +3.8% | +6.4% | +8.2% |
| YTD | -0.5% | -15.3% | +14.8% | +3.1% |
| 1Y | -1.8% | -11.1% | +9.3% | 0.0% |
| 3Y | +38.7% | +52.0% | -13.2% | +18.3% |
| 5Y | +67.6% | +40.9% | +26.7% | +41.3% |
| All | +499.0% | +410.0% | +89.0% | +267.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling