+38.6%
MA vs TTWO
+47.8%
-9.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -3.5% | -2.3% | -1.2% | -3.1% |
| 30D | +0.8% | -16.7% | +17.5% | +4.0% |
| 3M | +14.8% | -0.4% | +15.2% | +14.4% |
| 6M | +10.0% | -1.6% | +11.6% | +9.7% |
| YTD | -0.1% | -17.5% | +17.4% | +2.7% |
| 1Y | -2.2% | -14.8% | +12.6% | -0.3% |
| All | +38.6% | +47.8% | -9.1% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling