+100.0%
MSI vs ITUB
+186.4%
-86.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.4% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -0.5% | +2.6% | -3.0% | -0.8% |
| 3M | +11.4% | +8.4% | +3.0% | +10.1% |
| 6M | +1.0% | -0.5% | +1.5% | +0.7% |
| YTD | +20.7% | +15.3% | +5.4% | +17.7% |
| 1Y | -2.7% | +28.7% | -31.4% | -6.6% |
| 3Y | +68.2% | +118.7% | -50.5% | +49.0% |
| 5Y | +100.0% | +182.7% | -82.7% | +68.7% |
| All | +100.0% | +186.4% | -86.4% | +68.7% |
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 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