+103.9%
MTSI vs ITUB
+30.8%
+73.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.8% |
| 7D | +1.4% | +8.7% | -7.3% | -2.2% |
| 30D | +2.1% | -0.7% | +2.8% | +2.3% |
| 3M | -29.7% | +7.8% | -37.5% | -32.1% |
| 6M | +12.5% | -3.4% | +15.9% | +12.6% |
| YTD | +57.0% | +16.3% | +40.7% | +46.3% |
| 1Y | +103.9% | +29.8% | +74.1% | +75.0% |
| All | +103.9% | +30.8% | +73.2% | +75.0% |
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