+9.0%
MSFT vs ITUB
+9.0%
-0.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +6.4% |
| 7D | +4.7% | -1.6% | +6.3% | +4.8% |
| 30D | +5.8% | -26.6% | +32.4% | +8.2% |
| 3M | +13.0% | -11.1% | +24.1% | +12.7% |
| 6M | +34.9% | -13.1% | +48.0% | +34.8% |
| YTD | +15.7% | +3.9% | +11.8% | +13.2% |
| 1Y | +9.0% | +9.8% | -0.8% | +2.4% |
| All | +9.0% | +9.0% | -0.1% | +2.4% |
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 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