+607.1%
MS vs VALE
+243.5%
+363.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -1.0% |
| 7D | -1.6% | +1.8% | -3.3% | -2.1% |
| 30D | -3.8% | -14.8% | +11.1% | +1.3% |
| 3M | -14.6% | -19.0% | +4.4% | -8.8% |
| 6M | -5.1% | -27.7% | +22.6% | +5.2% |
| YTD | +4.5% | -8.5% | +13.0% | +6.0% |
| 1Y | +13.5% | +2.6% | +10.9% | +10.7% |
| 3Y | +160.4% | +4.0% | +156.4% | +147.8% |
| 5Y | +112.9% | +51.2% | +61.6% | +66.4% |
| All | +607.1% | +243.5% | +363.6% | +353.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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