+394.9%
TTWO vs MUB
+17.2%
+377.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.1% |
| 7D | +0.4% | -0.8% | +1.2% | +1.2% |
| 30D | -11.3% | -2.4% | -8.9% | -9.1% |
| 3M | +1.6% | -2.8% | +4.4% | +4.7% |
| 6M | +2.1% | -2.2% | +4.3% | +4.5% |
| YTD | -15.8% | -1.6% | -14.2% | -14.4% |
| 1Y | -12.6% | 0.0% | -12.6% | -12.6% |
| 3Y | +48.2% | +7.9% | +40.3% | +36.2% |
| 5Y | +40.0% | +1.2% | +38.7% | +37.8% |
| All | +394.9% | +17.2% | +377.7% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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