+5,381.8%
TTWO vs MOD
+1,012.1%
+4,369.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.5% |
| 7D | -8.8% | +9.6% | -18.4% | -10.2% |
| 30D | -8.6% | 0.0% | -8.6% | -8.8% |
| 3M | -0.9% | -35.4% | +34.5% | +5.3% |
| 6M | -0.5% | -7.3% | +6.8% | -2.0% |
| YTD | -16.1% | +45.8% | -61.9% | -24.5% |
| 1Y | -10.8% | +43.1% | -53.9% | -20.4% |
| 3Y | +51.4% | +297.7% | -246.3% | +4.6% |
| 5Y | +33.7% | +1,478.8% | -1,445.0% | -32.0% |
| 10Y | +380.3% | +1,633.4% | -1,253.1% | +100.4% |
| All | +5,381.8% | +1,012.1% | +4,369.7% | +1,650.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling