-16.3%
MOS vs ITUB
+30.7%
-47.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.7% | +2.0% |
| 7D | +7.1% | +8.2% | -1.2% | +4.2% |
| 30D | +15.0% | +4.7% | +10.3% | +13.0% |
| 3M | +24.1% | +13.0% | +11.1% | +18.9% |
| 6M | +2.7% | +4.2% | -1.5% | -0.4% |
| YTD | +12.2% | +18.6% | -6.4% | +2.1% |
| 1Y | -16.3% | +31.3% | -47.5% | -28.6% |
| All | -16.3% | +30.7% | -47.0% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling