+498.5%
MAS vs ITUB
+1,707.7%
-1,209.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | +4.6% | -1.0% | +5.6% | +4.9% |
| 30D | +19.9% | -28.1% | +48.0% | +30.6% |
| 3M | +8.9% | -11.1% | +20.0% | +10.6% |
| 6M | +20.2% | -14.0% | +34.1% | +23.0% |
| YTD | +33.9% | +4.1% | +29.8% | +29.1% |
| 1Y | +34.7% | +8.5% | +26.2% | +28.0% |
| 3Y | +60.4% | +82.8% | -22.5% | +28.1% |
| 5Y | +43.5% | +178.7% | -135.3% | -2.9% |
| 10Y | +226.7% | +138.4% | +88.3% | +103.3% |
| All | +498.5% | +1,707.7% | -1,209.2% | +130.8% |
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 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