+25.9%
VALE vs MAGS
+187.1%
-161.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | +9.7% | +1.1% | +8.7% | +9.2% |
| 3M | +5.3% | +7.7% | -2.5% | +2.0% |
| 6M | +0.5% | +11.7% | -11.2% | -3.9% |
| YTD | +20.6% | +4.9% | +15.7% | +17.8% |
| 1Y | +57.6% | +14.3% | +43.3% | +49.0% |
| 3Y | +50.6% | +128.9% | -78.4% | +5.1% |
| All | +25.9% | +187.1% | -161.2% | -24.9% |
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