+658.7%
MS vs ITUB
+1,733.1%
-1,074.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.2% |
| 7D | -1.6% | +3.7% | -5.2% | -3.3% |
| 30D | -3.8% | -24.1% | +20.3% | +7.9% |
| 3M | -14.6% | -9.6% | -5.0% | -13.5% |
| 6M | -5.1% | -11.5% | +6.5% | -3.1% |
| YTD | +4.5% | +5.5% | -1.0% | -3.0% |
| 1Y | +13.5% | +9.9% | +3.7% | +2.9% |
| 3Y | +160.4% | +84.8% | +75.6% | +75.7% |
| 5Y | +112.9% | +182.6% | -69.8% | +8.0% |
| 10Y | +633.4% | +141.7% | +491.7% | +233.4% |
| All | +658.7% | +1,733.1% | -1,074.4% | +60.3% |
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