+599.3%
MU vs TTWO
-12.7%
+612.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -4.9% |
| 7D | +2.0% | +1.3% | +0.7% | +2.1% |
| 30D | +12.5% | -13.4% | +25.9% | +12.5% |
| 3M | +9.6% | +3.1% | +6.5% | +8.0% |
| 6M | +142.6% | +3.8% | +138.8% | +136.1% |
| YTD | +242.7% | -15.3% | +257.9% | +260.9% |
| 1Y | +599.3% | -11.1% | +610.4% | +646.1% |
| All | +599.3% | -12.7% | +612.0% | +646.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling