+75.4%
TTWO vs MAGS
+187.7%
-112.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -16.7% | +0.4% | -17.1% | -16.9% |
| 3M | -0.4% | +5.6% | -6.0% | -2.6% |
| 6M | -1.6% | +12.3% | -13.9% | -6.1% |
| YTD | -17.5% | +5.1% | -22.6% | -19.3% |
| 1Y | -14.8% | +14.0% | -28.8% | -19.0% |
| 3Y | +47.9% | +129.4% | -81.5% | +3.7% |
| All | +75.4% | +187.7% | -112.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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