+138.7%
MOS vs ITUB
+1,733.1%
-1,594.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.4% |
| 7D | +21.6% | +3.7% | +17.9% | +20.0% |
| 30D | +12.0% | -24.1% | +36.1% | +23.9% |
| 3M | -3.9% | -9.6% | +5.7% | -2.1% |
| 6M | -3.3% | -11.5% | +8.2% | -1.0% |
| YTD | -4.6% | +5.5% | -10.2% | -10.1% |
| 1Y | -7.0% | +9.9% | -16.8% | -14.0% |
| 3Y | -24.4% | +84.8% | -109.2% | -45.4% |
| 5Y | -32.1% | +182.6% | -214.8% | -60.8% |
| 10Y | +10.3% | +141.7% | -131.4% | -39.7% |
| All | +138.7% | +1,733.1% | -1,594.4% | -31.7% |
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 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