+5,731.6%
MU vs TTWO
+406.5%
+5,325.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -4.1% | +0.4% | -4.4% | -4.3% |
| 30D | +7.0% | -11.3% | +18.3% | +11.8% |
| 3M | -2.1% | +1.6% | -3.7% | -4.1% |
| 6M | +133.1% | +2.1% | +131.0% | +125.8% |
| YTD | +241.9% | -15.8% | +257.7% | +256.5% |
| 1Y | +548.8% | -12.6% | +561.4% | +564.5% |
| 3Y | +1,308.2% | +48.2% | +1,260.0% | +1,037.0% |
| 5Y | +1,260.7% | +40.0% | +1,220.7% | +979.4% |
| All | +5,731.6% | +406.5% | +5,325.1% | +2,513.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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