+40.9%
TTWO vs MCO
+28.6%
+12.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.4% |
| 7D | +0.4% | -3.8% | +4.1% | +2.0% |
| 30D | -11.3% | -0.4% | -10.9% | -11.3% |
| 3M | +1.6% | +7.7% | -6.1% | -1.9% |
| 6M | +2.1% | +7.0% | -4.9% | -1.4% |
| YTD | -15.8% | -6.4% | -9.4% | -14.2% |
| 1Y | -12.6% | -7.6% | -5.0% | -10.6% |
| 3Y | +48.2% | +43.2% | +5.0% | +18.9% |
| All | +40.9% | +28.6% | +12.2% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling