+49.1%
MSFT vs ITUB
+120.1%
-70.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.3% |
| 7D | -3.5% | +1.0% | -4.4% | -3.6% |
| 30D | -2.1% | +10.7% | -12.8% | -3.9% |
| 3M | +24.2% | +10.1% | +14.1% | +22.0% |
| 6M | +21.9% | -0.1% | +22.0% | +21.5% |
| YTD | +2.5% | +18.4% | -15.9% | -1.4% |
| 1Y | -0.8% | +31.3% | -32.1% | -6.7% |
| All | +49.1% | +120.1% | -70.9% | +24.5% |
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