+479.1%
MRSH vs ITUB
+1,964.7%
-1,485.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -4.8% | +2.2% | -7.0% | -5.2% |
| 30D | -6.3% | +12.6% | -18.9% | -8.5% |
| 3M | +5.8% | +6.4% | -0.6% | +4.2% |
| 6M | +2.8% | +0.6% | +2.2% | +2.0% |
| YTD | -3.1% | +18.8% | -22.0% | -7.4% |
| 1Y | -11.3% | +31.0% | -42.3% | -17.0% |
| 3Y | -5.0% | +118.1% | -123.0% | -20.8% |
| 5Y | +19.2% | +193.0% | -173.8% | -8.8% |
| 10Y | +217.4% | +217.1% | +0.3% | +121.3% |
| All | +479.1% | +1,964.7% | -1,485.6% | +197.1% |
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