+46.0%
MSFT vs ITUB
+77.2%
-31.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.7% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | -3.8% | -25.4% | +21.7% | -0.3% |
| 3M | +6.4% | -0.3% | +6.7% | +4.7% |
| 6M | +28.8% | -8.0% | +36.7% | +28.3% |
| YTD | +8.8% | +5.2% | +3.6% | +5.2% |
| 1Y | +3.2% | +7.4% | -4.2% | -0.9% |
| All | +46.0% | +77.2% | -31.2% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling