+3,995.9%
MO vs TTWO
+5,817.5%
-1,821.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | +1.2% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | +5.8% | -13.4% | +19.2% | +6.4% |
| 3M | -4.5% | +3.1% | -7.6% | -4.7% |
| 6M | +5.7% | +3.8% | +2.0% | +5.5% |
| YTD | +23.1% | -15.3% | +38.4% | +23.7% |
| 1Y | +10.9% | -11.1% | +22.0% | +11.2% |
| 3Y | +96.1% | +52.0% | +44.2% | +91.7% |
| 5Y | +100.1% | +40.9% | +59.1% | +95.1% |
| 10Y | +114.0% | +407.6% | -293.7% | +96.8% |
| All | +3,995.9% | +5,817.5% | -1,821.6% | +3,602.7% |
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