+224.3%
MAS vs ITUB
+143.4%
+80.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +4.1% |
| 7D | +3.3% | +5.5% | -2.2% | +2.3% |
| 30D | +25.5% | -25.6% | +51.0% | +31.9% |
| 3M | +11.8% | -4.7% | +16.4% | +11.4% |
| 6M | +21.3% | -8.6% | +30.0% | +21.9% |
| YTD | +37.7% | +7.9% | +29.8% | +33.6% |
| 1Y | +41.0% | +11.2% | +29.8% | +35.8% |
| 3Y | +63.0% | +82.6% | -19.6% | +40.7% |
| 5Y | +44.1% | +192.7% | -148.6% | +10.5% |
| 10Y | +224.3% | +144.7% | +79.6% | +149.8% |
| All | +224.3% | +143.4% | +80.9% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling