+67.6%
MSI vs ITUB
+114.2%
-46.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -0.5% | +2.6% | -3.0% | -0.7% |
| 3M | +11.4% | +8.4% | +3.0% | +10.4% |
| 6M | +1.0% | -0.5% | +1.5% | +0.7% |
| YTD | +20.7% | +15.3% | +5.4% | +18.0% |
| 1Y | -2.7% | +28.7% | -31.4% | -6.3% |
| All | +67.6% | +114.2% | -46.6% | +52.5% |
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