+519.9%
MAS vs ITUB
+1,705.2%
-1,185.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +4.7% |
| 7D | +14.2% | -1.6% | +15.7% | +14.7% |
| 30D | +26.8% | -26.6% | +53.4% | +37.3% |
| 3M | +13.1% | -11.0% | +24.2% | +14.9% |
| 6M | +27.9% | -13.0% | +41.0% | +30.6% |
| YTD | +38.7% | +3.9% | +34.8% | +33.8% |
| 1Y | +40.4% | +9.8% | +30.6% | +33.0% |
| 3Y | +66.1% | +82.6% | -16.5% | +32.8% |
| 5Y | +47.4% | +181.1% | -133.7% | -0.5% |
| 10Y | +238.3% | +138.0% | +100.3% | +110.6% |
| All | +519.9% | +1,705.2% | -1,185.3% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling