+950.8%
MU vs TTWO
+54.3%
+896.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +12.8% | +6.0% | +6.8% | +11.5% |
| 30D | -14.9% | +13.2% | -28.1% | -17.2% |
| 3M | -18.0% | -5.8% | -12.2% | -16.6% |
| 6M | -3.1% | +0.4% | -3.5% | -4.7% |
| YTD | +172.9% | -11.0% | +183.9% | +182.4% |
| 1Y | +228.8% | -4.1% | +232.9% | +228.5% |
| 3Y | +950.8% | +51.8% | +899.1% | +706.4% |
| All | +950.8% | +54.3% | +896.5% | +706.4% |
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