-10.8%
TTWO vs MOS
-17.5%
+6.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.3% |
| 7D | -8.8% | +9.5% | -18.3% | -8.7% |
| 30D | -8.6% | +10.4% | -19.0% | -8.5% |
| 3M | -0.9% | +12.9% | -13.8% | -0.9% |
| 6M | -0.5% | +1.2% | -1.7% | -0.1% |
| YTD | -16.1% | +9.3% | -25.5% | -14.5% |
| 1Y | -10.8% | -18.0% | +7.2% | -6.6% |
| All | -10.8% | -17.5% | +6.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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