+481.0%
MSTR vs ITUB
+175.8%
+305.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.2% |
| 7D | -13.4% | +1.9% | -15.3% | -14.0% |
| 30D | -22.1% | -22.2% | +0.1% | -15.8% |
| 3M | +15.0% | +2.7% | +12.2% | +12.4% |
| 6M | -37.3% | -3.0% | -34.3% | -37.5% |
| YTD | -26.5% | +7.5% | -34.1% | -29.4% |
| 1Y | -46.5% | +10.5% | -56.9% | -49.1% |
| 3Y | +121.1% | +81.0% | +40.1% | +79.0% |
| 5Y | +37.5% | +181.8% | -144.3% | -1.1% |
| All | +481.0% | +175.8% | +305.2% | +314.5% |
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 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