+5,073.9%
MSTR vs ITUB
+1,920.1%
+3,153.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +12.2% | +8.7% | +3.5% | +9.5% |
| 30D | +45.2% | -0.7% | +45.9% | +45.4% |
| 3M | +10.4% | +7.8% | +2.6% | +7.9% |
| 6M | -2.5% | -3.4% | +0.9% | -1.5% |
| YTD | -6.0% | +16.3% | -22.3% | -10.2% |
| 1Y | -56.4% | +29.8% | -86.2% | -59.7% |
| 3Y | +306.3% | +111.1% | +195.2% | +228.6% |
| 5Y | +100.5% | +173.6% | -73.1% | +50.7% |
| 10Y | +741.1% | +193.2% | +547.8% | +463.0% |
| All | +5,073.9% | +1,920.1% | +3,153.8% | +1,314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling