+70.7%
MSFU vs ITUB
+144.9%
-74.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -6.3% | +2.6% | -8.8% | -6.9% |
| 3M | +40.0% | +8.4% | +31.5% | +37.4% |
| 6M | +30.1% | -0.5% | +30.6% | +29.8% |
| YTD | -10.3% | +15.3% | -25.6% | -13.7% |
| 1Y | -19.0% | +28.7% | -47.7% | -24.1% |
| 3Y | +25.8% | +118.7% | -92.9% | +8.0% |
| All | +70.7% | +144.9% | -74.2% | +40.4% |
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 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