+378.6%
TTWO vs MOD
+920.5%
-541.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.9% | +11.2% | +8.5% |
| 7D | +15.2% | -17.8% | +33.0% | +16.3% |
| 30D | +5.2% | -43.2% | +48.5% | +9.0% |
| 3M | -11.4% | -46.0% | +34.6% | -8.2% |
| 6M | +1.9% | -62.2% | +64.1% | +7.8% |
| YTD | -12.3% | -22.8% | +10.5% | -13.3% |
| 1Y | -4.0% | -35.5% | +31.5% | -4.0% |
| 3Y | +51.9% | +128.2% | -76.3% | +31.9% |
| 5Y | +22.9% | +791.6% | -768.7% | -7.0% |
| 10Y | +378.6% | +886.3% | -507.7% | +267.3% |
| All | +378.6% | +920.5% | -541.9% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling