+113.8%
MSTR vs ITUB
+181.4%
-67.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -5.5% |
| 7D | +9.3% | +8.2% | +1.1% | +4.4% |
| 30D | +36.5% | +4.7% | +31.8% | +32.7% |
| 3M | +7.3% | +13.0% | -5.7% | -0.5% |
| 6M | +2.2% | +4.2% | -1.9% | -0.6% |
| YTD | -10.2% | +18.6% | -28.7% | -19.5% |
| 1Y | -58.6% | +31.3% | -89.9% | -65.2% |
| 3Y | +283.2% | +124.9% | +158.3% | +133.2% |
| 5Y | +113.8% | +195.6% | -81.8% | +8.8% |
| All | +113.8% | +181.4% | -67.6% | +8.8% |
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 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