+1,654.5%
VALE vs MAS
+528.9%
+1,125.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -1.5% | +1.2% | -2.6% | -2.0% |
| 30D | -15.6% | +21.6% | -37.2% | -23.1% |
| 3M | -19.5% | +14.1% | -33.7% | -24.8% |
| 6M | -31.9% | +22.6% | -54.5% | -39.1% |
| YTD | -11.0% | +35.4% | -46.4% | -24.9% |
| 1Y | -2.1% | +37.5% | -39.6% | -18.0% |
| 3Y | +1.4% | +58.3% | -56.9% | -23.1% |
| 5Y | +36.2% | +39.1% | -2.9% | +5.0% |
| 10Y | +206.4% | +215.4% | -8.9% | +53.6% |
| All | +1,654.5% | +528.9% | +1,125.6% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling