-99.2%
MSTZ vs ITUB
+61.1%
-160.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +1.7% |
| 7D | -29.7% | +8.7% | -38.4% | -22.4% |
| 30D | -65.3% | -0.7% | -64.6% | -65.1% |
| 3M | -57.3% | +7.8% | -65.1% | -52.6% |
| 6M | -61.6% | -3.4% | -58.2% | -60.1% |
| YTD | -78.3% | +16.3% | -94.6% | -71.4% |
| 1Y | -30.2% | +29.8% | -60.1% | +6.5% |
| All | -99.2% | +61.1% | -160.4% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling