+1,208.8%
MTSI vs ITUB
+127.7%
+1,081.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.7% |
| 7D | +1.4% | +8.7% | -7.3% | -1.1% |
| 30D | +2.1% | -0.7% | +2.8% | +2.0% |
| 3M | -29.7% | +7.8% | -37.5% | -31.4% |
| 6M | +12.5% | -3.4% | +15.9% | +13.2% |
| YTD | +57.0% | +16.3% | +40.7% | +49.6% |
| 1Y | +103.9% | +29.8% | +74.1% | +88.2% |
| 3Y | +223.6% | +111.1% | +112.5% | +155.7% |
| 5Y | +321.6% | +173.6% | +148.0% | +198.2% |
| 10Y | +517.7% | +193.2% | +324.5% | +312.4% |
| All | +1,208.8% | +127.7% | +1,081.0% | +801.0% |
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 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