+88.0%
MSFU vs ITUB
+128.4%
-40.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | -2.8% | +1.9% | -4.7% | -3.1% |
| 30D | -5.3% | -22.2% | +16.9% | -1.2% |
| 3M | +7.2% | +2.7% | +4.5% | +4.7% |
| 6M | +51.0% | -3.0% | +53.9% | +49.2% |
| YTD | -1.2% | +7.5% | -8.8% | -5.1% |
| 1Y | -10.3% | +10.5% | -20.8% | -14.4% |
| 3Y | +22.2% | +81.0% | -58.8% | +5.7% |
| All | +88.0% | +128.4% | -40.4% | +54.5% |
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 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