+92.1%
MA vs ITUB
+181.9%
-89.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -1.8% | +3.7% | -5.5% | -2.4% |
| 30D | +11.0% | -24.9% | +35.9% | +15.6% |
| 3M | +17.9% | +0.8% | +17.1% | +16.4% |
| 6M | +33.2% | -6.6% | +39.8% | +33.0% |
| YTD | +16.5% | +7.8% | +8.7% | +12.7% |
| 1Y | +19.1% | +7.4% | +11.7% | +15.1% |
| 3Y | +70.6% | +78.8% | -8.2% | +47.2% |
| 5Y | +92.1% | +179.9% | -87.8% | +39.6% |
| All | +92.1% | +181.9% | -89.8% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 5y: compounded portfolio wealth divided by compounded ITUB 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…
5y analysis · Full analysis span regression · 6 months rolling