+67.5%
MA vs ITUB
+181.4%
-113.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.8% |
| 7D | -1.8% | +8.2% | -10.0% | -3.1% |
| 30D | +1.4% | +4.7% | -3.3% | +0.5% |
| 3M | +17.7% | +13.0% | +4.7% | +15.0% |
| 6M | +9.7% | +4.2% | +5.5% | +8.3% |
| YTD | +0.5% | +18.6% | -18.1% | -3.4% |
| 1Y | -2.1% | +31.3% | -33.3% | -7.9% |
| 3Y | +40.1% | +124.9% | -84.8% | +16.9% |
| 5Y | +67.5% | +195.6% | -128.1% | +23.3% |
| All | +67.5% | +181.4% | -113.9% | +23.3% |
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