+5,401.7%
TTWO vs MRSH
+1,691.2%
+3,710.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.4% | -4.8% | +5.1% | +2.1% |
| 30D | -11.3% | -6.3% | -5.0% | -9.3% |
| 3M | +1.6% | +5.8% | -4.2% | -0.8% |
| 6M | +2.1% | +2.8% | -0.7% | +0.5% |
| YTD | -15.8% | -3.1% | -12.7% | -15.7% |
| 1Y | -12.6% | -11.3% | -1.3% | -10.0% |
| 3Y | +48.2% | -5.0% | +53.2% | +47.7% |
| 5Y | +40.0% | +19.2% | +20.8% | +27.6% |
| 10Y | +404.1% | +217.4% | +186.8% | +219.3% |
| All | +5,401.7% | +1,691.2% | +3,710.5% | +1,668.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling