+51.9%
TTWO vs MOS
-24.7%
+76.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +8.2% |
| 7D | +15.2% | +24.8% | -9.6% | +13.0% |
| 30D | +5.2% | +22.7% | -17.4% | +3.3% |
| 3M | -11.4% | -1.2% | -10.2% | -11.8% |
| 6M | +1.9% | +5.5% | -3.6% | +0.6% |
| YTD | -12.3% | -2.0% | -10.3% | -13.1% |
| 1Y | -4.0% | -7.9% | +3.9% | -4.3% |
| 3Y | +51.9% | -25.0% | +76.9% | +49.9% |
| All | +51.9% | -24.7% | +76.6% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling