+45.9%
VALE vs MKSI
+190.8%
-144.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -0.3% | +2.7% | -3.0% | -0.8% |
| 30D | +8.6% | -12.8% | +21.4% | +11.5% |
| 3M | +2.0% | -22.5% | +24.5% | +5.9% |
| 6M | +2.1% | +19.4% | -17.3% | -4.2% |
| YTD | +20.2% | +67.7% | -47.5% | +4.9% |
| 1Y | +55.2% | +131.4% | -76.2% | +25.6% |
| 3Y | +45.9% | +197.3% | -151.4% | +9.1% |
| All | +45.9% | +190.8% | -144.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling