+120.4%
MSTR vs VALE
+34.7%
+85.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +12.2% | +1.6% | +10.6% | +10.8% |
| 30D | +45.2% | +5.1% | +40.0% | +41.2% |
| 3M | +10.4% | -0.4% | +10.8% | +10.6% |
| 6M | -2.5% | -2.2% | -0.3% | -1.4% |
| YTD | -6.0% | +20.5% | -26.6% | -15.5% |
| 1Y | -56.4% | +61.2% | -117.6% | -66.4% |
| 3Y | +306.3% | +43.1% | +263.1% | +223.0% |
| All | +120.4% | +34.7% | +85.7% | +101.3% |
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