-65.1%
MSTZ vs ITUB
+9.0%
-74.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.3% | -12.8% | -7.0% |
| 7D | +0.7% | -1.6% | +2.4% | +0.1% |
| 30D | +16.6% | -26.6% | +43.2% | -5.0% |
| 3M | -74.7% | -11.1% | -63.6% | -75.3% |
| 6M | -43.9% | -13.1% | -30.8% | -44.8% |
| YTD | -84.0% | +3.9% | -87.9% | -81.0% |
| 1Y | -65.1% | +9.8% | -74.8% | -49.7% |
| All | -65.1% | +9.0% | -74.1% | -49.7% |
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