+5,386.4%
TTWO vs MAS
+885.6%
+4,500.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | +13.0% | +2.0% | +11.0% | +12.3% |
| 30D | +5.3% | +19.4% | -14.1% | -0.4% |
| 3M | -7.6% | +9.4% | -17.0% | -10.4% |
| 6M | -3.2% | +15.3% | -18.5% | -8.5% |
| YTD | -16.1% | +31.3% | -47.4% | -24.8% |
| 1Y | -14.9% | +34.9% | -49.7% | -24.5% |
| 3Y | +59.9% | +58.6% | +1.3% | +31.2% |
| 5Y | +14.8% | +40.7% | -25.9% | -4.0% |
| 10Y | +344.9% | +220.4% | +124.4% | +175.0% |
| All | +5,386.4% | +885.6% | +4,500.7% | +1,744.8% |
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