-58.6%
MSTR vs VALE
+61.4%
-120.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -5.5% |
| 7D | +9.3% | +2.9% | +6.4% | +6.8% |
| 30D | +36.5% | +8.8% | +27.7% | +29.2% |
| 3M | +7.3% | +6.8% | +0.6% | +2.9% |
| 6M | +2.2% | +6.9% | -4.7% | -1.6% |
| YTD | -10.2% | +22.8% | -33.0% | -22.9% |
| 1Y | -58.6% | +61.3% | -119.9% | -69.8% |
| All | -58.6% | +61.4% | -120.0% | -69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling