+5,381.8%
TTWO vs MAS
+771.5%
+4,610.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.3% |
| 7D | -8.8% | -0.8% | -8.0% | -8.6% |
| 30D | -8.6% | -5.6% | -3.0% | -7.1% |
| 3M | -0.9% | +4.4% | -5.4% | -2.9% |
| 6M | -0.5% | +7.2% | -7.7% | -4.2% |
| YTD | -16.1% | +16.1% | -32.3% | -21.8% |
| 1Y | -10.8% | +0.1% | -10.9% | -13.1% |
| 3Y | +51.4% | +28.3% | +23.1% | +32.9% |
| 5Y | +33.7% | +30.5% | +3.2% | +14.6% |
| 10Y | +380.3% | +139.1% | +241.2% | +225.5% |
| All | +5,381.8% | +771.5% | +4,610.3% | +1,820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling