+28.3%
TTWO vs MSCI
+6.7%
+21.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.1% |
| 7D | +6.0% | +3.0% | +3.0% | +5.0% |
| 30D | +13.2% | +17.8% | -4.6% | +7.2% |
| 3M | -5.8% | +15.2% | -21.0% | -10.2% |
| 6M | +0.4% | +16.5% | -16.1% | -5.2% |
| YTD | -11.0% | +16.4% | -27.4% | -16.3% |
| 1Y | -4.1% | +16.8% | -20.9% | -10.0% |
| 3Y | +51.8% | +35.8% | +16.0% | +30.3% |
| All | +28.3% | +6.7% | +21.6% | +11.5% |
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