-86.8%
MSTU vs ITUB
+64.3%
-151.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.0% | -10.6% | -10.8% |
| 7D | +16.1% | +8.2% | +7.9% | +6.1% |
| 30D | +68.7% | +4.7% | +63.9% | +59.7% |
| 3M | -11.0% | +13.0% | -24.0% | -23.5% |
| 6M | -33.4% | +4.2% | -37.5% | -35.7% |
| YTD | -59.5% | +18.6% | -78.1% | -67.0% |
| 1Y | -93.4% | +31.3% | -124.6% | -95.3% |
| All | -86.8% | +64.3% | -151.1% | -92.3% |
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