+16.1%
TTWO vs MAS
+39.2%
-23.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | +13.0% | +2.0% | +11.0% | +12.5% |
| 30D | +5.3% | +19.4% | -14.1% | +1.5% |
| 3M | -7.6% | +9.4% | -17.0% | -9.4% |
| 6M | -3.2% | +15.3% | -18.5% | -6.7% |
| YTD | -16.1% | +31.3% | -47.4% | -22.6% |
| 1Y | -14.9% | +34.9% | -49.7% | -22.1% |
| 3Y | +59.9% | +58.6% | +1.3% | +33.0% |
| All | +16.1% | +39.2% | -23.1% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling