+553.7%
MS vs ITUB
+154.1%
+399.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +1.0% |
| 7D | +0.8% | +4.9% | -4.1% | -0.8% |
| 30D | -0.7% | -27.2% | +26.5% | +9.1% |
| 3M | -12.4% | -6.1% | -6.3% | -12.7% |
| 6M | -1.7% | -10.7% | +8.9% | -0.6% |
| YTD | +8.0% | +5.5% | +2.5% | +2.7% |
| 1Y | +16.2% | +7.8% | +8.4% | +9.3% |
| 3Y | +171.3% | +75.0% | +96.3% | +110.6% |
| 5Y | +124.8% | +178.6% | -53.8% | +40.4% |
| 10Y | +553.7% | +162.9% | +390.8% | +323.5% |
| All | +553.7% | +154.1% | +399.6% | +323.5% |
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