+1,324.7%
TTWO vs MTSI
+1,186.7%
+138.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.6% |
| 7D | +6.4% | +29.1% | -22.7% | +1.4% |
| 30D | +13.3% | -20.4% | +33.7% | +16.5% |
| 3M | -6.6% | -20.9% | +14.3% | -4.8% |
| 6M | +0.4% | -32.3% | +32.7% | +3.6% |
| YTD | -11.4% | +43.5% | -54.8% | -22.7% |
| 1Y | -5.6% | +43.8% | -49.4% | -17.8% |
| 3Y | +53.5% | +218.8% | -165.3% | +9.1% |
| 5Y | +20.8% | +228.3% | -207.5% | -16.6% |
| 10Y | +373.3% | +502.6% | -129.3% | +149.9% |
| All | +1,324.7% | +1,186.7% | +138.0% | +531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling