+1,247.7%
TTWO vs MTSI
+1,308.1%
-60.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.4% |
| 7D | -8.8% | +1.4% | -10.2% | -9.0% |
| 30D | -8.6% | +2.1% | -10.7% | -9.5% |
| 3M | -0.9% | -29.7% | +28.8% | +4.4% |
| 6M | -0.5% | +12.5% | -13.0% | -5.9% |
| YTD | -16.1% | +57.0% | -73.2% | -26.4% |
| 1Y | -10.8% | +103.9% | -114.7% | -26.5% |
| 3Y | +51.4% | +223.6% | -172.2% | +9.8% |
| 5Y | +33.7% | +321.6% | -287.8% | -10.2% |
| 10Y | +380.3% | +517.7% | -137.4% | +157.8% |
| All | +1,247.7% | +1,308.1% | -60.4% | +501.0% |
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