+394.9%
TTWO vs MRSH
+218.8%
+176.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.4% | -4.8% | +5.1% | +2.3% |
| 30D | -11.3% | -6.3% | -5.0% | -9.0% |
| 3M | +1.6% | +5.8% | -4.2% | -1.2% |
| 6M | +2.1% | +2.8% | -0.7% | +0.2% |
| YTD | -15.8% | -3.1% | -12.7% | -15.7% |
| 1Y | -12.6% | -11.3% | -1.3% | -9.5% |
| 3Y | +48.2% | -5.0% | +53.2% | +46.9% |
| 5Y | +40.0% | +19.2% | +20.8% | +23.0% |
| All | +394.9% | +218.8% | +176.0% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling