+3.6%
VALE vs MKSI
+31.7%
-28.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.0% |
| 7D | -1.8% | +6.6% | -8.5% | -3.1% |
| 30D | +6.7% | -8.2% | +14.9% | +8.1% |
| 3M | +4.9% | -16.4% | +21.3% | +4.2% |
| 6M | +3.6% | +23.0% | -19.4% | -12.6% |
| All | +3.6% | +31.7% | -28.1% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling