+394.0%
TTWO vs MOD
+1,486.8%
-1,092.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.8% |
| 7D | -2.3% | +3.6% | -5.9% | -2.6% |
| 30D | -16.7% | -2.6% | -14.1% | -16.6% |
| 3M | -0.4% | -33.1% | +32.7% | +2.1% |
| 6M | -1.6% | -7.5% | +5.9% | -2.3% |
| YTD | -17.5% | +39.3% | -56.8% | -21.2% |
| 1Y | -14.8% | +34.3% | -49.1% | -18.8% |
| 3Y | +47.9% | +296.2% | -248.3% | +24.7% |
| 5Y | +34.5% | +1,504.6% | -1,470.1% | -1.0% |
| 10Y | +394.0% | +1,511.5% | -1,117.5% | +270.6% |
| All | +394.0% | +1,486.8% | -1,092.8% | +270.6% |
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