+521.9%
MSTR vs ITUB
+176.3%
+345.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.3% |
| 7D | -14.2% | +3.7% | -17.9% | -15.2% |
| 30D | -19.9% | -24.9% | +5.1% | -12.3% |
| 3M | +27.3% | +0.8% | +26.5% | +25.3% |
| 6M | -37.6% | -6.6% | -30.9% | -37.0% |
| YTD | -19.5% | +7.8% | -27.3% | -22.7% |
| 1Y | -47.1% | +7.4% | -54.5% | -49.2% |
| 3Y | +140.3% | +78.8% | +61.5% | +95.1% |
| 5Y | +49.5% | +179.9% | -130.4% | +7.6% |
| 10Y | +521.9% | +170.9% | +351.0% | +340.7% |
| All | +521.9% | +176.3% | +345.6% | +340.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling