+237.7%
VALE vs MAS
+213.7%
+24.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.0% |
| 7D | +1.8% | +2.0% | -0.2% | +0.9% |
| 30D | -14.8% | +19.4% | -34.2% | -20.9% |
| 3M | -19.0% | +9.4% | -28.4% | -22.4% |
| 6M | -27.7% | +15.3% | -43.0% | -32.9% |
| YTD | -8.5% | +31.3% | -39.8% | -20.4% |
| 1Y | +2.6% | +34.9% | -32.2% | -11.7% |
| 3Y | +4.0% | +58.6% | -54.6% | -19.7% |
| 5Y | +51.2% | +40.7% | +10.5% | +19.5% |
| All | +237.7% | +213.7% | +24.0% | +71.3% |
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