+233.6%
VALE vs MAS
+219.8%
+13.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.5% |
| 7D | +2.4% | +4.6% | -2.1% | +0.6% |
| 30D | -18.7% | +19.9% | -38.6% | -24.6% |
| 3M | -21.2% | +8.9% | -30.1% | -24.3% |
| 6M | -26.1% | +20.2% | -46.2% | -32.5% |
| YTD | -9.6% | +33.9% | -43.5% | -21.9% |
| 1Y | +0.7% | +34.7% | -33.9% | -13.3% |
| 3Y | +3.3% | +60.4% | -57.0% | -20.5% |
| 5Y | +49.4% | +43.5% | +5.9% | +17.2% |
| All | +233.6% | +219.8% | +13.8% | +68.0% |
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