+1,384.0%
MU vs TTWO
+47.8%
+1,336.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.0% |
| 7D | +7.5% | -2.3% | +9.8% | +8.2% |
| 30D | +19.4% | -16.7% | +36.1% | +25.3% |
| 3M | +9.8% | -0.4% | +10.3% | +8.1% |
| 6M | +164.1% | -1.6% | +165.8% | +158.3% |
| YTD | +260.3% | -17.5% | +277.8% | +279.2% |
| 1Y | +661.2% | -14.8% | +676.0% | +687.0% |
| All | +1,384.0% | +47.8% | +1,336.3% | +1,074.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling