+5.7%
MO vs TTWO
+1.0%
+4.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | +1.4% |
| 7D | -1.0% | +1.3% | -2.3% | -1.0% |
| 30D | +5.8% | -13.4% | +19.2% | +5.0% |
| 3M | -4.5% | +3.1% | -7.6% | -3.1% |
| 6M | +5.7% | +3.8% | +2.0% | +9.6% |
| All | +5.7% | +1.0% | +4.7% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling