-99.3%
MSTZ vs ITUB
+46.2%
-145.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +2.0% |
| 7D | -1.2% | +3.7% | -4.9% | +2.3% |
| 30D | +22.2% | -24.1% | +46.3% | -1.8% |
| 3M | -70.4% | -9.6% | -60.8% | -71.1% |
| 6M | -31.0% | -11.5% | -19.5% | -32.3% |
| YTD | -81.0% | +5.5% | -86.6% | -75.9% |
| 1Y | -61.2% | +9.9% | -71.0% | -47.7% |
| All | -99.3% | +46.2% | -145.6% | -98.6% |
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