+382.4%
TTWO vs MOD
+915.9%
-533.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +2.7% |
| 7D | +10.7% | +8.2% | +2.5% | +10.0% |
| 30D | +10.8% | -38.2% | +48.9% | +14.0% |
| 3M | -7.7% | -46.2% | +38.6% | -4.2% |
| 6M | +4.4% | -62.5% | +67.0% | +10.6% |
| YTD | -9.7% | -20.1% | +10.4% | -10.9% |
| 1Y | -3.9% | -29.7% | +25.8% | -4.4% |
| 3Y | +56.4% | +136.2% | -79.8% | +35.6% |
| 5Y | +24.6% | +820.4% | -795.8% | -5.8% |
| 10Y | +382.4% | +839.8% | -457.4% | +271.9% |
| All | +382.4% | +915.9% | -533.5% | +271.9% |
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