+61.7%
MAS vs ITUB
+82.5%
-20.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | +4.6% | -1.0% | +5.6% | +4.7% |
| 30D | +19.9% | -28.1% | +48.0% | +26.1% |
| 3M | +8.9% | -11.1% | +20.0% | +9.3% |
| 6M | +20.2% | -14.0% | +34.1% | +21.2% |
| YTD | +33.9% | +4.1% | +29.8% | +29.7% |
| 1Y | +34.7% | +8.5% | +26.2% | +29.4% |
| All | +61.7% | +82.5% | -20.8% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling