+33.8%
TTWO vs MOD
+1,517.7%
-1,484.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.6% | +6.3% | -7.9% | -2.1% |
| 30D | -13.5% | -1.7% | -11.8% | -13.4% |
| 3M | +0.3% | -30.1% | +30.5% | +2.8% |
| 6M | +0.8% | +2.7% | -1.9% | -1.0% |
| YTD | -16.7% | +44.1% | -60.8% | -21.5% |
| 1Y | -14.3% | +38.7% | -53.0% | -19.5% |
| 3Y | +49.4% | +309.8% | -260.4% | +17.3% |
| 5Y | +33.8% | +1,569.7% | -1,535.9% | -20.3% |
| All | +33.8% | +1,517.7% | -1,484.0% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling