-31.9%
MTSI vs ITUB
-14.5%
-17.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.4% | +9.5% | +10.7% |
| 7D | -10.0% | +3.7% | -13.7% | -10.4% |
| 30D | -37.2% | -24.1% | -13.1% | -35.2% |
| 3M | -30.1% | -9.6% | -20.5% | -29.1% |
| 6M | -31.9% | -11.5% | -20.4% | -31.3% |
| All | -31.9% | -14.5% | -17.4% | -31.3% |
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