+154.2%
MSTR vs ITUB
+83.6%
+70.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -3.8% |
| 7D | -4.0% | +5.5% | -9.4% | -6.6% |
| 30D | -18.6% | -25.6% | +6.9% | -6.6% |
| 3M | +25.6% | -4.7% | +30.3% | +24.3% |
| 6M | -33.1% | -8.6% | -24.4% | -32.2% |
| YTD | -17.3% | +7.9% | -25.3% | -24.9% |
| 1Y | -48.1% | +11.2% | -59.3% | -53.9% |
| 3Y | +154.2% | +82.6% | +71.6% | +66.1% |
| All | +154.2% | +83.6% | +70.6% | +66.1% |
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