-19.2%
MSTZ vs ITUB
-8.6%
-10.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +6.4% |
| 7D | +4.3% | +5.5% | -1.2% | +8.2% |
| 30D | +30.2% | -25.6% | +55.7% | +9.9% |
| 3M | -66.9% | -4.7% | -62.2% | -65.0% |
| All | -19.2% | -8.6% | -10.6% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling