+2.8%
MOS vs ITUB
+143.4%
-140.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.0% |
| 7D | +19.7% | +5.5% | +14.2% | +17.6% |
| 30D | +21.5% | -25.6% | +47.1% | +33.8% |
| 3M | -0.4% | -4.7% | +4.3% | -0.9% |
| 6M | +4.5% | -8.6% | +13.2% | +5.4% |
| YTD | -2.9% | +7.9% | -10.8% | -8.8% |
| 1Y | -7.7% | +11.2% | -18.9% | -14.4% |
| 3Y | -25.6% | +82.6% | -108.3% | -44.2% |
| 5Y | -31.2% | +192.7% | -223.9% | -58.8% |
| 10Y | +2.8% | +144.7% | -141.8% | -36.7% |
| All | +2.8% | +143.4% | -140.6% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling