+25.8%
VALE vs MAGS
+188.2%
-162.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +5.1% | +1.5% | +3.6% | +4.5% |
| 3M | -0.4% | +0.5% | -0.9% | -0.8% |
| 6M | -2.2% | +11.6% | -13.8% | -6.5% |
| YTD | +20.5% | +5.3% | +15.3% | +17.5% |
| 1Y | +61.2% | +14.9% | +46.3% | +52.2% |
| 3Y | +43.1% | +128.9% | -85.8% | 0.0% |
| All | +25.8% | +188.2% | -162.4% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling