-17.2%
TTWO vs MOS
-16.2%
-1.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +17.4% | -10.2% | +6.8% |
| 7D | +7.0% | +17.9% | -11.0% | +6.6% |
| 30D | +2.7% | +1.6% | +1.1% | +2.0% |
| 3M | -13.0% | -4.0% | -9.0% | -13.8% |
| 6M | -7.2% | -4.1% | -3.1% | -8.1% |
| YTD | -18.4% | -7.8% | -10.6% | -16.2% |
| 1Y | -17.2% | -15.6% | -1.7% | -15.5% |
| All | -17.2% | -16.2% | -1.0% | -15.5% |
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