+48.2%
TTWO vs MCO
+42.6%
+5.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | +0.4% | -3.8% | +4.1% | +1.7% |
| 30D | -11.3% | -0.4% | -10.9% | -11.3% |
| 3M | +1.6% | +7.7% | -6.1% | -1.1% |
| 6M | +2.1% | +7.0% | -4.9% | -0.5% |
| YTD | -15.8% | -6.4% | -9.4% | -14.5% |
| 1Y | -12.6% | -7.6% | -5.0% | -10.9% |
| 3Y | +48.2% | +43.2% | +5.0% | +28.8% |
| All | +48.2% | +42.6% | +5.6% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling