+2,275.1%
VALE vs MAS
+439.1%
+1,835.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | +1.6% | -0.8% | +2.3% | +1.9% |
| 30D | +5.1% | -5.6% | +10.7% | +7.6% |
| 3M | -0.4% | +4.4% | -4.9% | -3.6% |
| 6M | -2.2% | +7.2% | -9.4% | -6.9% |
| YTD | +20.5% | +16.1% | +4.4% | +9.8% |
| 1Y | +61.2% | +0.1% | +61.1% | +56.4% |
| 3Y | +43.1% | +28.3% | +14.8% | +20.0% |
| 5Y | +34.0% | +30.5% | +3.5% | +6.4% |
| 10Y | +469.7% | +139.1% | +330.5% | +225.2% |
| All | +2,275.1% | +439.1% | +1,835.9% | +611.7% |
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