+2,460.4%
MAR vs TTWO
+3,798.2%
-1,337.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -0.5% | -2.3% | +1.8% | -0.1% |
| 30D | -4.7% | -16.7% | +12.1% | -2.1% |
| 3M | -15.6% | -0.4% | -15.2% | -15.8% |
| 6M | +1.2% | -1.6% | +2.8% | +1.0% |
| YTD | +7.5% | -17.5% | +25.0% | +9.9% |
| 1Y | +26.6% | -14.8% | +41.4% | +28.6% |
| 3Y | +66.0% | +47.9% | +18.1% | +54.1% |
| 5Y | +154.1% | +34.5% | +119.6% | +136.1% |
| 10Y | +441.9% | +394.0% | +47.8% | +300.6% |
| All | +2,460.4% | +3,798.2% | -1,337.8% | +1,222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling