He did not. That time he was already captured by the Death-Eaters, Barty Crouch junior played his role.
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Alastor 'Mad-Eye' Moody didn't actually explain the disturbance, because the disturbance was him being captured by Barty Crouch Jr. Barty promptly took Polyjuice potion transforming himself into Moody. Moody's dustbins were a deterrent against intruders and were set to fire rubbish in the air. The muggle police were baffled when they arrived, and Arthur Weasley was sent to solve the situation. Crouch (appearing as Moody) didn't have to explain much as it was well known that he was very paranoid.
Alastor "Mad-Eye" Moody. I'm serious, it's an awesome name. Mad-Eye's actual name is Alastor Moody. He was one of the original members of the Order of the Phoenix organization.
Alastor "Mad-Eye" Moddy, and the owl Hedwig.
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Alastor Moody is his full name, Mad-Eye Moody is his nickname.