+2,583.3%
MSFT vs VALE
+2,275.1%
+308.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | -2.7% | +1.6% | -4.3% | -3.1% |
| 30D | +2.7% | +5.1% | -2.4% | +1.4% |
| 3M | +17.0% | -0.4% | +17.4% | +16.7% |
| 6M | +23.8% | -2.2% | +26.0% | +23.6% |
| YTD | +4.0% | +20.5% | -16.6% | -1.4% |
| 1Y | -0.8% | +61.2% | -62.0% | -12.2% |
| 3Y | +55.6% | +43.1% | +12.5% | +39.2% |
| 5Y | +72.9% | +34.0% | +38.9% | +51.1% |
| 10Y | +875.8% | +469.7% | +406.1% | +460.0% |
| All | +2,583.3% | +2,275.1% | +308.2% | +910.7% |
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 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