-7.6%
VALE vs MAGS
+184.9%
-192.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -3.2% | +1.7% | -4.9% | -3.8% |
| 30D | -15.1% | -5.8% | -9.3% | -13.2% |
| 3M | -18.7% | +0.2% | -18.9% | -18.9% |
| 6M | -31.5% | -2.7% | -28.8% | -31.0% |
| YTD | -11.4% | +4.1% | -15.5% | -13.4% |
| 1Y | -1.9% | +7.5% | -9.4% | -5.1% |
| 3Y | +1.7% | +122.0% | -120.4% | -28.0% |
| All | -7.6% | +184.9% | -192.5% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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