+5,381.8%
TTWO vs MOS
+7.9%
+5,373.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.1% |
| 7D | -8.8% | +9.5% | -18.3% | -10.7% |
| 30D | -8.6% | +10.4% | -19.0% | -10.8% |
| 3M | -0.9% | +12.9% | -13.8% | -4.3% |
| 6M | -0.5% | +1.2% | -1.7% | -2.5% |
| YTD | -16.1% | +9.3% | -25.5% | -19.5% |
| 1Y | -10.8% | -18.0% | +7.2% | -9.2% |
| 3Y | +51.4% | -29.0% | +80.4% | +55.2% |
| 5Y | +33.7% | -9.6% | +43.3% | +23.3% |
| 10Y | +380.3% | +6.1% | +374.2% | +270.9% |
| All | +5,381.8% | +7.9% | +5,373.9% | +2,624.8% |
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