+2,276.6%
VALE vs MKSI
+901.0%
+1,375.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | -0.2% | +4.9% | -5.1% | -1.9% |
| 30D | +9.7% | -11.0% | +20.7% | +13.7% |
| 3M | +5.3% | -17.1% | +22.3% | +8.9% |
| 6M | +0.5% | +16.4% | -15.9% | -8.5% |
| YTD | +20.6% | +64.3% | -43.7% | -3.6% |
| 1Y | +57.6% | +137.7% | -80.1% | +8.5% |
| 3Y | +50.6% | +189.1% | -138.6% | -12.5% |
| 5Y | +41.8% | +83.1% | -41.3% | -10.1% |
| 10Y | +515.1% | +509.4% | +5.7% | +117.2% |
| All | +2,276.6% | +901.0% | +1,375.6% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling