-0.4%
TTWO vs MUZ
-58.8%
+58.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.8% | -0.9% |
| 7D | -2.3% | -16.3% | +14.0% | -2.1% |
| 30D | -16.7% | -36.4% | +19.6% | -16.3% |
| 3M | -0.4% | -62.9% | +62.5% | -0.2% |
| All | -0.4% | -58.8% | +58.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 6mo: compounded portfolio wealth divided by compounded MUZ 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…
6mo analysis · Full analysis span regression · Available span rolling