+211.6%
MAS vs ITUB
+169.9%
+41.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | +21.6% | -25.4% | +47.0% | +27.9% |
| 3M | +14.1% | -0.3% | +14.4% | +12.7% |
| 6M | +22.6% | -8.0% | +30.6% | +22.9% |
| YTD | +35.4% | +5.2% | +30.2% | +31.9% |
| 1Y | +37.5% | +7.4% | +30.1% | +33.2% |
| 3Y | +58.3% | +74.5% | -16.2% | +37.6% |
| 5Y | +39.1% | +175.8% | -136.7% | +7.5% |
| All | +211.6% | +169.9% | +41.7% | +134.0% |
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