+699.8%
MSTR vs VALE
+497.6%
+202.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -5.0% |
| 7D | +9.3% | +2.9% | +6.4% | +8.0% |
| 30D | +36.5% | +8.8% | +27.7% | +32.7% |
| 3M | +7.3% | +6.8% | +0.6% | +5.1% |
| 6M | +2.2% | +6.9% | -4.7% | +0.1% |
| YTD | -10.2% | +22.8% | -33.0% | -16.1% |
| 1Y | -58.6% | +61.3% | -119.9% | -64.6% |
| 3Y | +283.2% | +53.3% | +229.9% | +230.3% |
| 5Y | +113.8% | +44.9% | +68.9% | +85.5% |
| All | +699.8% | +497.6% | +202.2% | +492.1% |
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