+457.7%
VALE vs MAS
+137.9%
+319.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | +1.6% | -0.8% | +2.3% | +1.9% |
| 30D | +5.1% | -5.6% | +10.7% | +7.3% |
| 3M | -0.4% | +4.4% | -4.9% | -3.2% |
| 6M | -2.2% | +7.2% | -9.4% | -6.4% |
| YTD | +20.5% | +16.1% | +4.4% | +10.8% |
| 1Y | +61.2% | +0.1% | +61.1% | +57.1% |
| 3Y | +43.1% | +28.3% | +14.8% | +21.5% |
| 5Y | +34.0% | +30.5% | +3.5% | +8.7% |
| All | +457.7% | +137.9% | +319.8% | +223.6% |
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