+794.2%
MS vs ITUB
+192.5%
+601.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -1.4% |
| 7D | +2.5% | +8.2% | -5.8% | -0.4% |
| 30D | 0.0% | +4.7% | -4.7% | -1.8% |
| 3M | +2.4% | +13.0% | -10.6% | -2.1% |
| 6M | +36.4% | +4.2% | +32.2% | +33.8% |
| YTD | +23.8% | +18.6% | +5.3% | +15.9% |
| 1Y | +48.6% | +31.3% | +17.4% | +33.9% |
| 3Y | +179.1% | +124.9% | +54.3% | +104.5% |
| 5Y | +144.8% | +195.6% | -50.8% | +54.9% |
| 10Y | +794.2% | +196.4% | +597.8% | +443.9% |
| All | +794.2% | +192.5% | +601.6% | +443.9% |
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