+46.2%
MSTR vs VALE
+48.9%
-2.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -4.3% |
| 7D | -4.0% | +5.6% | -9.5% | -6.8% |
| 30D | -18.6% | -12.1% | -6.5% | -13.3% |
| 3M | +25.6% | -16.3% | +41.9% | +36.8% |
| 6M | -33.1% | -26.0% | -7.1% | -22.3% |
| YTD | -17.3% | -5.5% | -11.8% | -16.1% |
| 1Y | -48.1% | +6.7% | -54.8% | -50.7% |
| 3Y | +154.2% | +10.2% | +144.0% | +130.6% |
| 5Y | +46.2% | +49.7% | -3.5% | +24.7% |
| All | +46.2% | +48.9% | -2.7% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling