+2,423.9%
MUU vs TTWO
+42.4%
+2,381.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.8% | -12.1% | -10.4% |
| 7D | +3.6% | +1.3% | +2.2% | +2.9% |
| 30D | +22.3% | -13.4% | +35.7% | +29.3% |
| 3M | -8.2% | +3.1% | -11.3% | -13.1% |
| 6M | +256.3% | +3.8% | +252.6% | +227.0% |
| YTD | +534.4% | -15.3% | +549.7% | +583.8% |
| 1Y | +2,163.5% | -11.1% | +2,174.6% | +2,231.2% |
| All | +2,423.9% | +42.4% | +2,381.5% | +1,794.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling