+33.8%
TTWO vs MOS
-7.1%
+40.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | -1.6% | +7.1% | -8.6% | -2.4% |
| 30D | -13.5% | +15.0% | -28.5% | -15.0% |
| 3M | +0.3% | +24.1% | -23.7% | -2.7% |
| 6M | +0.8% | +2.7% | -1.9% | -0.3% |
| YTD | -16.7% | +12.2% | -28.9% | -18.8% |
| 1Y | -14.3% | -16.3% | +2.0% | -12.9% |
| 3Y | +49.4% | -23.3% | +72.7% | +50.5% |
| 5Y | +33.8% | -4.2% | +37.9% | +29.9% |
| All | +33.8% | -7.1% | +40.9% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling