+36.1%
MAS vs ITUB
+8.1%
+28.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | +2.4% | +3.7% | -1.3% | +1.8% |
| 30D | +19.8% | -24.1% | +43.9% | +24.3% |
| 3M | +9.8% | -9.6% | +19.4% | +9.1% |
| 6M | +15.8% | -11.5% | +27.3% | +15.3% |
| YTD | +31.8% | +5.5% | +26.3% | +25.2% |
| All | +36.1% | +8.1% | +28.0% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling