+125.2%
MAGS vs ITUB
+120.1%
+5.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.9% |
| 7D | -1.8% | +1.0% | -2.7% | -2.1% |
| 30D | +1.1% | +10.7% | -9.6% | -1.8% |
| 3M | +7.7% | +10.1% | -2.3% | +4.6% |
| 6M | +11.7% | -0.1% | +11.8% | +11.2% |
| YTD | +4.9% | +18.4% | -13.5% | -0.7% |
| 1Y | +14.3% | +31.3% | -16.9% | +4.8% |
| All | +125.2% | +120.1% | +5.1% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling