+894.4%
MSFT vs VALE
+200.9%
+693.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -6.2% | +1.3% | -7.6% | -6.5% |
| 30D | -3.7% | -14.3% | +10.6% | -0.5% |
| 3M | +3.6% | -16.8% | +20.5% | +7.5% |
| 6M | +26.8% | -30.2% | +57.0% | +36.2% |
| YTD | +8.4% | -8.6% | +17.0% | +9.0% |
| 1Y | +3.3% | +1.6% | +1.7% | +1.2% |
| 3Y | +44.3% | +4.1% | +40.2% | +38.4% |
| 5Y | +63.3% | +38.7% | +24.7% | +39.8% |
| 10Y | +894.4% | +214.6% | +679.8% | +598.7% |
| All | +894.4% | +200.9% | +693.5% | +598.7% |
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