-9.8%
TTWO vs MOH
+18.2%
-28.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.8% | -1.4% | +3.5% |
| 7D | +3.8% | +6.6% | -2.8% | +3.9% |
| 30D | -9.7% | +0.8% | -10.5% | -9.8% |
| 3M | +5.3% | +6.9% | -1.6% | +5.5% |
| 6M | +6.9% | +43.5% | -36.6% | +8.7% |
| YTD | -12.9% | +23.4% | -36.3% | -11.2% |
| All | -9.8% | +18.2% | -28.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling