+333.5%
TTWO vs MAS
+214.9%
+118.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.1% |
| 7D | +13.0% | +2.4% | +10.6% | +12.2% |
| 30D | +5.3% | +19.8% | -14.5% | +0.1% |
| 3M | -7.6% | +9.8% | -17.4% | -10.2% |
| 6M | -3.2% | +15.8% | -19.0% | -8.0% |
| YTD | -16.1% | +31.8% | -47.9% | -24.3% |
| 1Y | -14.9% | +35.4% | -50.2% | -24.0% |
| 3Y | +59.9% | +59.2% | +0.7% | +30.6% |
| 5Y | +14.8% | +41.2% | -26.5% | -4.3% |
| All | +333.5% | +214.9% | +118.6% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling