+202.4%
VALE vs MAS
+219.2%
-16.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | +5.5% | +3.6% | +1.9% | +4.0% |
| 30D | -15.0% | +23.8% | -38.8% | -22.1% |
| 3M | -20.0% | +14.4% | -34.4% | -24.6% |
| 6M | -28.4% | +19.7% | -48.1% | -34.4% |
| YTD | -8.6% | +36.0% | -44.5% | -21.5% |
| 1Y | +2.0% | +40.4% | -38.4% | -13.6% |
| 3Y | +4.1% | +58.9% | -54.8% | -19.4% |
| 5Y | +46.4% | +44.5% | +1.9% | +14.8% |
| 10Y | +202.4% | +214.8% | -12.3% | +55.9% |
| All | +202.4% | +219.2% | -16.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling