+197.1%
TTWO vs MGY
+210.4%
-13.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | +3.5% | -3.2% | +0.1% |
| 30D | -11.3% | +5.3% | -16.6% | -11.7% |
| 3M | +1.6% | +2.6% | -1.0% | +1.2% |
| 6M | +2.1% | -3.3% | +5.4% | +2.0% |
| YTD | -15.8% | +29.2% | -45.1% | -18.1% |
| 1Y | -12.6% | +18.0% | -30.6% | -14.3% |
| 3Y | +48.2% | +30.0% | +18.2% | +42.9% |
| 5Y | +40.0% | +92.7% | -52.7% | +30.8% |
| All | +197.1% | +210.4% | -13.3% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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