The Times reported during the campaign: "He has been a regular presence over the years at openings on Broadway, where he has said he prefers musicals and saw 'Evita' as many as six times. His love of theater even led him, in his 20s, to try his hand at producing, though without much success. (The play, 'Paris Is Out!,' received mostly bad reviews and closed after 112 performances.)"
So, his favorite musical charts the rise of an authoritarian leader who famously trampled on civil liberties. Make of that what you will. ;-)