-23.4%
MSTZ vs ITUB
+30.7%
-54.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.0% | +6.2% | +10.2% |
| 7D | -25.4% | +8.2% | -33.6% | -18.7% |
| 30D | -60.9% | +4.7% | -65.6% | -58.4% |
| 3M | -54.2% | +13.0% | -67.2% | -46.7% |
| 6M | -65.0% | +4.2% | -69.2% | -61.0% |
| YTD | -76.5% | +18.6% | -95.1% | -70.0% |
| 1Y | -23.4% | +31.3% | -54.6% | +13.1% |
| All | -23.4% | +30.7% | -54.1% | +13.1% |
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