+794.2%
MS vs VALE
+473.3%
+320.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | +2.5% | +2.9% | -0.4% | +1.4% |
| 30D | 0.0% | +8.8% | -8.8% | -3.0% |
| 3M | +2.4% | +6.8% | -4.3% | 0.0% |
| 6M | +36.4% | +6.9% | +29.5% | +32.7% |
| YTD | +23.8% | +22.8% | +1.0% | +14.2% |
| 1Y | +48.6% | +61.3% | -12.6% | +24.9% |
| 3Y | +179.1% | +53.3% | +125.8% | +133.7% |
| 5Y | +144.8% | +44.9% | +100.0% | +97.7% |
| 10Y | +794.2% | +486.8% | +307.4% | +353.9% |
| All | +794.2% | +473.3% | +320.9% | +353.9% |
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