+677.4%
MSTR vs ITUB
+197.6%
+479.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.9% |
| 7D | +7.7% | 0.0% | +7.7% | +7.8% |
| 30D | +36.3% | +2.6% | +33.8% | +35.1% |
| 3M | +13.4% | +8.4% | +5.0% | +10.1% |
| 6M | -4.5% | -0.5% | -4.0% | -4.4% |
| YTD | -12.7% | +15.3% | -27.9% | -17.0% |
| 1Y | -59.6% | +28.7% | -88.3% | -63.0% |
| 3Y | +272.5% | +118.7% | +153.8% | +189.3% |
| 5Y | +107.1% | +182.7% | -75.5% | +50.3% |
| 10Y | +677.4% | +207.6% | +469.8% | +442.8% |
| All | +677.4% | +197.6% | +479.8% | +442.8% |
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