-88.4%
MSTU vs ITUB
+64.1%
-152.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.7% | -9.5% | -9.8% |
| 7D | -22.0% | +1.0% | -23.0% | -23.2% |
| 30D | +60.3% | +10.7% | +49.6% | +42.5% |
| 3M | -3.7% | +10.1% | -13.8% | -14.5% |
| 6M | -45.2% | -0.1% | -45.1% | -44.7% |
| YTD | -64.3% | +18.4% | -82.7% | -70.9% |
| 1Y | -94.0% | +31.3% | -125.3% | -95.7% |
| All | -88.4% | +64.1% | -152.5% | -93.2% |
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