+2,816.7%
MSFT vs ITUB
+1,728.2%
+1,088.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.9% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | -3.8% | -25.4% | +21.7% | +2.1% |
| 3M | +6.4% | -0.3% | +6.7% | +5.1% |
| 6M | +28.8% | -8.0% | +36.7% | +29.2% |
| YTD | +8.8% | +5.2% | +3.6% | +5.3% |
| 1Y | +3.2% | +7.4% | -4.2% | -0.8% |
| 3Y | +44.8% | +74.5% | -29.7% | +22.7% |
| 5Y | +61.8% | +175.8% | -114.0% | +19.7% |
| 10Y | +897.9% | +164.4% | +733.5% | +586.5% |
| All | +2,816.7% | +1,728.2% | +1,088.6% | +1,177.7% |
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