+5.6%
MSFT vs VALE
-19.4%
+25.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.7% |
| 7D | +2.3% | +5.5% | -3.1% | +1.9% |
| 30D | -0.4% | -15.0% | +14.6% | -0.4% |
| 3M | +5.6% | -20.0% | +25.6% | +4.5% |
| All | +5.6% | -19.4% | +25.0% | +4.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling