+210.3%
MAS vs ITUB
+137.9%
+72.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | +2.4% | +3.7% | -1.3% | +1.7% |
| 30D | +19.8% | -24.1% | +43.9% | +25.5% |
| 3M | +9.8% | -9.6% | +19.4% | +10.6% |
| 6M | +15.8% | -11.5% | +27.3% | +16.9% |
| YTD | +31.8% | +5.5% | +26.3% | +28.3% |
| 1Y | +35.4% | +9.9% | +25.5% | +30.6% |
| 3Y | +59.2% | +84.8% | -25.6% | +37.1% |
| 5Y | +41.2% | +182.6% | -141.4% | +9.0% |
| All | +210.3% | +137.9% | +72.4% | +140.0% |
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