+419.1%
MAS vs ITUB
+1,920.1%
-1,501.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.0% |
| 7D | -0.8% | +8.7% | -9.5% | -3.2% |
| 30D | -5.6% | -0.7% | -4.9% | -5.6% |
| 3M | +4.4% | +7.8% | -3.3% | +1.8% |
| 6M | +7.2% | -3.4% | +10.6% | +7.9% |
| YTD | +16.1% | +16.3% | -0.2% | +10.2% |
| 1Y | +0.1% | +29.8% | -29.7% | -8.3% |
| 3Y | +28.3% | +111.1% | -82.8% | 0.0% |
| 5Y | +30.5% | +173.6% | -143.1% | -10.1% |
| 10Y | +139.1% | +193.2% | -54.1% | +41.6% |
| All | +419.1% | +1,920.1% | -1,501.0% | +97.0% |
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 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