+13,824.1%
MA vs ITUB
+455.0%
+13,369.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -2.7% | +8.7% | -11.4% | -5.2% |
| 30D | +1.5% | -0.7% | +2.2% | +1.6% |
| 3M | +20.4% | +7.8% | +12.6% | +17.2% |
| 6M | +11.1% | -3.4% | +14.6% | +11.2% |
| YTD | +2.0% | +16.3% | -14.3% | -4.2% |
| 1Y | -2.2% | +29.8% | -32.0% | -11.5% |
| 3Y | +41.9% | +111.1% | -69.2% | +7.4% |
| 5Y | +75.4% | +173.6% | -98.2% | +16.8% |
| 10Y | +527.5% | +193.2% | +334.3% | +263.6% |
| All | +13,824.1% | +455.0% | +13,369.2% | +5,099.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling