Exterior measure of total variation measure

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Let $(X,\Sigma,\mu)$ be a signed measure space.

If $\mu^*$ denotes the exterior measure of $\mu$ and $\Lambda_{\mu^*}$ denotes the set of $\mu^*$ measurables sets, i'm trying to find a relation between the sets $\Lambda_{{\mu^+}^*}$ and $\Lambda_{{\mu^-}^*}$, where $\mu = \mu^+ - \mu^{-}$ and $|\mu|$ is the total variation.

I think that $$\Lambda_{{\mu^+}^*} \cap \Lambda_{{\mu^-}^*} = \Lambda_{{|\mu|}^*}$$ Is it true?

Thanks