+804.9%
MS vs ITUB
+1,920.1%
-1,115.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +1.4% | +8.7% | -7.3% | -2.8% |
| 30D | -0.3% | -0.7% | +0.4% | -0.2% |
| 3M | +0.3% | +7.8% | -7.5% | -3.8% |
| 6M | +31.3% | -3.4% | +34.7% | +32.4% |
| YTD | +24.7% | +16.3% | +8.4% | +14.1% |
| 1Y | +47.9% | +29.8% | +18.1% | +27.3% |
| 3Y | +178.3% | +111.1% | +67.3% | +81.5% |
| 5Y | +144.9% | +173.6% | -28.7% | +29.8% |
| 10Y | +804.5% | +193.2% | +611.3% | +282.1% |
| All | +804.9% | +1,920.1% | -1,115.2% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling