+405.4%
TTWO vs MOH
+290.1%
+115.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.8% | -1.4% | +2.9% |
| 7D | +3.8% | +6.6% | -2.8% | +3.0% |
| 30D | -9.7% | +0.8% | -10.5% | -9.8% |
| 3M | +5.3% | +6.9% | -1.6% | +4.2% |
| 6M | +6.9% | +43.5% | -36.6% | +1.6% |
| YTD | -12.9% | +23.4% | -36.3% | -16.4% |
| 1Y | -9.5% | +18.3% | -27.8% | -13.0% |
| 3Y | +54.4% | -34.5% | +88.9% | +56.9% |
| 5Y | +46.5% | -18.3% | +64.8% | +41.1% |
| 10Y | +405.4% | +291.4% | +113.9% | +290.7% |
| All | +405.4% | +290.1% | +115.3% | +290.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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