+578.8%
MS vs ITUB
+143.4%
+435.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.4% |
| 7D | +0.7% | +5.5% | -4.7% | -1.0% |
| 30D | -0.9% | -25.6% | +24.6% | +7.9% |
| 3M | -13.0% | -4.7% | -8.3% | -13.7% |
| 6M | -2.0% | -8.6% | +6.7% | -1.5% |
| YTD | +7.8% | +7.9% | -0.2% | +1.8% |
| 1Y | +17.9% | +11.2% | +6.7% | +9.9% |
| 3Y | +174.8% | +82.6% | +92.1% | +111.2% |
| 5Y | +119.9% | +192.7% | -72.9% | +36.0% |
| 10Y | +578.8% | +144.7% | +434.2% | +341.5% |
| All | +578.8% | +143.4% | +435.4% | +341.5% |
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