+5,694.8%
TTWO vs MOS
-8.4%
+5,703.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -0.9% |
| 7D | +6.4% | -2.6% | +8.9% | +7.0% |
| 30D | +13.3% | +13.5% | -0.2% | +9.8% |
| 3M | -6.6% | -2.9% | -3.7% | -6.8% |
| 6M | +0.4% | -1.0% | +1.4% | -0.9% |
| YTD | -11.4% | -7.2% | -4.2% | -12.3% |
| 1Y | -5.6% | -11.4% | +5.8% | -5.8% |
| 3Y | +53.5% | -29.0% | +82.5% | +56.5% |
| 5Y | +20.8% | -34.0% | +54.8% | +19.6% |
| 10Y | +373.3% | -4.0% | +377.3% | +272.0% |
| All | +5,694.8% | -8.4% | +5,703.2% | +2,869.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling