+84.3%
MKSI vs ITUB
+186.2%
-101.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +2.7% | +2.2% | +0.5% | +1.9% |
| 30D | -12.8% | +12.6% | -25.4% | -16.5% |
| 3M | -22.5% | +6.4% | -28.9% | -24.3% |
| 6M | +19.4% | +0.6% | +18.8% | +18.9% |
| YTD | +67.7% | +18.8% | +48.9% | +59.7% |
| 1Y | +131.4% | +31.0% | +100.4% | +114.3% |
| 3Y | +197.3% | +118.1% | +79.3% | +142.3% |
| All | +84.3% | +186.2% | -101.8% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling