+72.3%
MSFT vs ITUB
+186.4%
-114.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.7% | +2.6% | -5.2% | -3.1% |
| 3M | +22.1% | +8.4% | +13.7% | +20.5% |
| 6M | +20.6% | -0.5% | +21.1% | +20.3% |
| YTD | +2.3% | +15.3% | -13.0% | -0.4% |
| 1Y | -0.5% | +28.7% | -29.3% | -5.0% |
| 3Y | +50.5% | +118.7% | -68.1% | +32.0% |
| 5Y | +72.3% | +182.7% | -110.3% | +45.6% |
| All | +72.3% | +186.4% | -114.0% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling