+468.8%
MTSI vs ITUB
+175.8%
+293.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.7% | -6.3% |
| 7D | +10.0% | +1.9% | +8.1% | +9.4% |
| 30D | -20.3% | -22.2% | +1.8% | -14.7% |
| 3M | -24.4% | +2.7% | -27.1% | -26.4% |
| 6M | -39.2% | -3.0% | -36.2% | -39.8% |
| YTD | +35.5% | +7.5% | +28.0% | +29.4% |
| 1Y | +43.0% | +10.5% | +32.6% | +35.3% |
| 3Y | +196.3% | +81.0% | +115.3% | +134.3% |
| 5Y | +210.0% | +181.8% | +28.2% | +101.8% |
| All | +468.8% | +175.8% | +293.0% | +299.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling