+382.4%
TTWO vs MTSI
+539.0%
-156.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.4% | +1.2% |
| 7D | +10.7% | +7.2% | +3.6% | +8.6% |
| 30D | +10.8% | -18.4% | +29.2% | +13.4% |
| 3M | -7.7% | -16.7% | +9.0% | -6.8% |
| 6M | +4.4% | -31.7% | +36.2% | +7.7% |
| YTD | -9.7% | +45.9% | -55.5% | -21.7% |
| 1Y | -3.9% | +47.0% | -50.9% | -17.0% |
| 3Y | +56.4% | +224.1% | -167.7% | +9.4% |
| 5Y | +24.6% | +238.5% | -214.0% | -15.9% |
| 10Y | +382.4% | +512.7% | -130.3% | +134.8% |
| All | +382.4% | +539.0% | -156.6% | +134.8% |
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