+539.5%
MTSI vs ITUB
+192.5%
+347.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.5% |
| 7D | +4.9% | +8.2% | -3.4% | +2.2% |
| 30D | -11.6% | +4.7% | -16.3% | -13.1% |
| 3M | -24.1% | +13.0% | -37.1% | -27.2% |
| 6M | +32.4% | +4.2% | +28.3% | +30.0% |
| YTD | +60.4% | +18.6% | +41.9% | +51.0% |
| 1Y | +111.0% | +31.3% | +79.7% | +92.1% |
| 3Y | +246.1% | +124.9% | +121.3% | +160.0% |
| 5Y | +340.3% | +195.6% | +144.7% | +188.2% |
| 10Y | +539.5% | +196.4% | +343.1% | +330.7% |
| All | +539.5% | +192.5% | +347.0% | +330.7% |
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