+160.4%
MS vs VALE
+3.9%
+156.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.9% |
| 7D | -1.6% | +1.8% | -3.3% | -2.1% |
| 30D | -3.8% | -14.8% | +11.1% | +0.7% |
| 3M | -14.6% | -19.0% | +4.4% | -9.5% |
| 6M | -5.1% | -27.7% | +22.6% | +3.8% |
| YTD | +4.5% | -8.5% | +13.0% | +5.8% |
| 1Y | +13.5% | +2.6% | +10.9% | +10.8% |
| 3Y | +160.4% | +4.0% | +156.4% | +148.2% |
| All | +160.4% | +3.9% | +156.5% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling