+2,713.1%
MSFT vs VALE
+1,645.1%
+1,068.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.3% | -3.2% | +1.9% | -0.6% |
| 30D | -1.8% | -15.1% | +13.2% | +1.7% |
| 3M | +5.6% | -18.7% | +24.3% | +10.3% |
| 6M | +29.8% | -31.5% | +61.3% | +40.4% |
| YTD | +9.0% | -11.4% | +20.4% | +10.5% |
| 1Y | +4.9% | -1.9% | +6.8% | +3.8% |
| 3Y | +46.2% | +1.7% | +44.5% | +41.2% |
| 5Y | +62.1% | +35.4% | +26.7% | +41.0% |
| 10Y | +899.6% | +204.8% | +694.8% | +562.7% |
| All | +2,713.1% | +1,645.1% | +1,068.0% | +1,032.9% |
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