-87.2%
MSTU vs ITUB
+9.0%
-96.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.3% | +7.1% | +7.8% |
| 7D | -4.8% | -1.6% | -3.2% | -3.2% |
| 30D | -29.6% | -26.6% | -2.9% | -11.2% |
| 3M | +69.4% | -11.1% | +80.5% | +77.8% |
| 6M | -62.2% | -13.1% | -49.2% | -59.2% |
| YTD | -61.1% | +3.9% | -64.9% | -62.7% |
| 1Y | -87.2% | +9.8% | -96.9% | -89.8% |
| All | -87.2% | +9.0% | -96.2% | -89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling