-58.9%
MSTZ vs ITUB
+8.1%
-67.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -0.5% |
| 7D | +31.0% | +3.7% | +27.3% | +34.9% |
| 30D | +34.0% | -24.9% | +58.9% | +10.3% |
| 3M | -67.7% | +0.8% | -68.5% | -64.4% |
| 6M | -14.9% | -6.6% | -8.3% | -11.2% |
| YTD | -79.1% | +7.8% | -86.9% | -74.3% |
| 1Y | -58.9% | +7.4% | -66.3% | -49.5% |
| All | -58.9% | +8.1% | -67.0% | -49.5% |
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