+57.4%
MAR vs TTWO
-18.4%
+75.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | +1.8% |
| 7D | +7.7% | +7.0% | +0.8% | +7.5% |
| 30D | +19.4% | +2.7% | +16.7% | +19.2% |
| 3M | +23.3% | -13.0% | +36.4% | +23.2% |
| 6M | +22.8% | -7.2% | +30.1% | +22.9% |
| YTD | +37.8% | -18.4% | +56.2% | +32.2% |
| 1Y | +57.4% | -17.2% | +74.6% | +52.0% |
| All | +57.4% | -18.4% | +75.8% | +52.0% |
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