+40.9%
TTWO vs MOH
-19.7%
+60.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | -11.3% | -0.9% | -10.4% | -11.3% |
| 3M | +1.6% | +5.7% | -4.1% | +1.3% |
| 6M | +2.1% | +39.1% | -37.0% | +0.3% |
| YTD | -15.8% | +17.7% | -33.5% | -16.8% |
| 1Y | -12.6% | +8.4% | -21.0% | -13.2% |
| 3Y | +48.2% | -36.6% | +84.8% | +50.3% |
| All | +40.9% | -19.7% | +60.6% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling