+145.1%
MS vs VALE
+34.7%
+110.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +1.4% | +1.6% | -0.2% | +0.9% |
| 30D | -0.3% | +5.1% | -5.4% | -1.6% |
| 3M | +0.3% | -0.4% | +0.7% | +0.2% |
| 6M | +31.3% | -2.2% | +33.5% | +31.6% |
| YTD | +24.7% | +20.5% | +4.1% | +18.0% |
| 1Y | +47.9% | +61.2% | -13.3% | +30.0% |
| 3Y | +178.3% | +43.1% | +135.2% | +147.4% |
| All | +145.1% | +34.7% | +110.4% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling