+176.8%
MS vs VALE
+4.4%
+172.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | +0.9% | -14.3% | +15.3% | +5.4% |
| 3M | -10.8% | -16.8% | +6.0% | -6.3% |
| 6M | +0.9% | -30.2% | +31.1% | +11.4% |
| YTD | +9.8% | -8.6% | +18.4% | +11.2% |
| 1Y | +17.1% | +1.6% | +15.4% | +14.6% |
| All | +176.8% | +4.4% | +172.3% | +164.6% |
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 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