-88.0%
MSTU vs ITUB
+64.7%
-152.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.2% |
| 7D | -16.6% | +2.2% | -18.8% | -19.0% |
| 30D | +69.7% | +12.6% | +57.1% | +48.0% |
| 3M | -7.5% | +6.4% | -13.9% | -14.6% |
| 6M | -43.1% | +0.6% | -43.7% | -43.1% |
| YTD | -63.0% | +18.8% | -81.9% | -70.0% |
| 1Y | -93.8% | +31.0% | -124.8% | -95.6% |
| All | -88.0% | +64.7% | -152.7% | -93.0% |
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