+676.4%
MS vs VALE
+2,275.1%
-1,598.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +1.4% | +1.6% | -0.2% | +0.6% |
| 30D | -0.3% | +5.1% | -5.4% | -2.7% |
| 3M | +0.3% | -0.4% | +0.7% | +0.1% |
| 6M | +31.3% | -2.2% | +33.5% | +31.6% |
| YTD | +24.7% | +20.5% | +4.1% | +12.6% |
| 1Y | +47.9% | +61.2% | -13.3% | +16.9% |
| 3Y | +178.3% | +43.1% | +135.2% | +125.0% |
| 5Y | +144.9% | +34.0% | +110.9% | +88.4% |
| 10Y | +804.5% | +469.7% | +334.9% | +187.7% |
| All | +676.4% | +2,275.1% | -1,598.7% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling