+13.9%
MS vs ITUB
+5.2%
+8.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | +3.7% | +1.1% | +2.6% | +3.5% |
| 30D | +2.0% | -25.4% | +27.4% | +6.9% |
| 3M | -12.6% | -0.3% | -12.3% | -16.7% |
| 6M | -0.3% | -8.0% | +7.7% | -2.6% |
| YTD | +9.0% | +5.2% | +3.7% | +5.6% |
| 1Y | +13.9% | +7.4% | +6.4% | +10.1% |
| All | +13.9% | +5.2% | +8.6% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling