+3,788.4%
TTWO vs MKSI
+2,222.5%
+1,565.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.2% |
| 7D | +0.4% | +2.7% | -2.3% | -0.4% |
| 30D | -11.3% | -12.8% | +1.5% | -8.3% |
| 3M | +1.6% | -22.5% | +24.1% | +6.1% |
| 6M | +2.1% | +19.4% | -17.3% | -6.7% |
| YTD | -15.8% | +67.7% | -83.6% | -30.7% |
| 1Y | -12.6% | +131.4% | -144.0% | -35.1% |
| 3Y | +48.2% | +197.3% | -149.1% | -5.1% |
| 5Y | +40.0% | +87.0% | -47.0% | -1.6% |
| 10Y | +404.1% | +522.1% | -117.9% | +126.0% |
| All | +3,788.4% | +2,222.5% | +1,565.9% | +875.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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