+556.2%
MS vs ITUB
+176.3%
+379.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +0.9% |
| 7D | -1.7% | +3.7% | -5.4% | -2.9% |
| 30D | +0.9% | -24.9% | +25.8% | +9.7% |
| 3M | -10.8% | +0.8% | -11.6% | -13.3% |
| 6M | +0.9% | -6.6% | +7.5% | +0.6% |
| YTD | +9.8% | +7.8% | +2.0% | +3.6% |
| 1Y | +17.1% | +7.4% | +9.7% | +10.4% |
| 3Y | +175.7% | +78.8% | +96.9% | +112.5% |
| 5Y | +125.9% | +179.9% | -54.0% | +41.0% |
| 10Y | +556.2% | +170.9% | +385.3% | +322.6% |
| All | +556.2% | +176.3% | +379.9% | +322.6% |
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