-17.2%
TTWO vs MRSH
+20.0%
-37.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.3% | +3.8% | +6.5% |
| 7D | +7.0% | +9.4% | -2.4% | +5.4% |
| 30D | +2.7% | +23.4% | -20.8% | -0.6% |
| 3M | -13.0% | +9.9% | -22.9% | -14.6% |
| 6M | -7.2% | +26.0% | -33.3% | -10.4% |
| YTD | -18.4% | +15.2% | -33.6% | -22.5% |
| 1Y | -17.2% | +18.4% | -35.7% | -20.0% |
| All | -17.2% | +20.0% | -37.3% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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