+398.3%
TTWO vs MTSI
+555.4%
-157.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.8% | +7.5% | +3.7% |
| 7D | +1.3% | +4.8% | -3.5% | +0.3% |
| 30D | -13.4% | -9.2% | -4.2% | -12.1% |
| 3M | +3.1% | -23.1% | +26.2% | +6.8% |
| 6M | +3.8% | +23.5% | -19.7% | -3.9% |
| YTD | -15.3% | +59.1% | -74.3% | -26.2% |
| 1Y | -11.1% | +106.9% | -118.0% | -27.5% |
| 3Y | +52.0% | +243.2% | -191.2% | +7.3% |
| 5Y | +40.9% | +324.5% | -283.6% | -7.2% |
| All | +398.3% | +555.4% | -157.1% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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