+1,019.2%
MTSI vs ITUB
+111.4%
+907.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.3% | +6.7% | +8.4% |
| 7D | +3.5% | +5.5% | -2.0% | +2.0% |
| 30D | -30.3% | -25.6% | -4.8% | -24.9% |
| 3M | -26.0% | -4.7% | -21.3% | -26.1% |
| 6M | -36.1% | -8.6% | -27.5% | -35.5% |
| YTD | +34.3% | +7.9% | +26.3% | +29.0% |
| 1Y | +35.3% | +11.2% | +24.1% | +28.7% |
| 3Y | +217.6% | +82.6% | +135.0% | +158.6% |
| 5Y | +210.1% | +192.7% | +17.4% | +113.0% |
| 10Y | +471.4% | +144.7% | +326.8% | +295.0% |
| All | +1,019.2% | +111.4% | +907.8% | +676.7% |
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 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