+1,000.5%
TTWO vs MOH
+1,358.8%
-358.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | +0.4% | +1.7% | -1.3% | +0.1% |
| 30D | -11.3% | -0.9% | -10.4% | -11.2% |
| 3M | +1.6% | +5.7% | -4.1% | +0.3% |
| 6M | +2.1% | +39.1% | -37.0% | -4.5% |
| YTD | -15.8% | +17.7% | -33.5% | -19.9% |
| 1Y | -12.6% | +8.4% | -21.0% | -16.3% |
| 3Y | +48.2% | -36.6% | +84.8% | +50.5% |
| 5Y | +40.0% | -19.1% | +59.1% | +33.8% |
| 10Y | +404.1% | +262.8% | +141.3% | +236.0% |
| All | +1,000.5% | +1,358.8% | -358.3% | +463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling