+34.5%
TTWO vs MSCI
-11.2%
+45.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.3% | -1.1% | -1.2% | -2.0% |
| 30D | -16.7% | -1.2% | -15.6% | -16.5% |
| 3M | -0.4% | -8.4% | +8.0% | +1.9% |
| 6M | -1.6% | -1.0% | -0.6% | -2.0% |
| YTD | -17.5% | -2.3% | -15.3% | -17.8% |
| 1Y | -14.8% | -1.2% | -13.6% | -15.8% |
| 3Y | +47.9% | +7.9% | +40.0% | +37.9% |
| 5Y | +34.5% | -10.1% | +44.5% | +25.3% |
| All | +34.5% | -11.2% | +45.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling