+215.9%
MAS vs ITUB
+131.3%
+84.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +2.0% | +3.7% | -1.7% | +1.3% |
| 30D | +19.4% | -24.1% | +43.5% | +25.0% |
| 3M | +9.4% | -9.6% | +19.0% | +10.2% |
| 6M | +15.3% | -11.5% | +26.9% | +16.5% |
| YTD | +31.3% | +5.5% | +25.8% | +27.9% |
| 1Y | +34.9% | +9.9% | +25.0% | +30.2% |
| 3Y | +58.6% | +84.8% | -26.2% | +36.6% |
| 5Y | +40.7% | +182.6% | -141.9% | +8.7% |
| All | +215.9% | +131.3% | +84.6% | +145.1% |
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