+3.7%
VALE vs MOS
-16.2%
+19.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +17.4% | -13.3% | -0.2% |
| 7D | -0.3% | +17.9% | -18.3% | -4.5% |
| 30D | -19.2% | +1.6% | -20.8% | -19.8% |
| 3M | -20.7% | -4.0% | -16.7% | -20.1% |
| 6M | -25.8% | -4.1% | -21.7% | -25.6% |
| YTD | -9.8% | -7.8% | -2.0% | -9.3% |
| 1Y | +3.7% | -15.6% | +19.2% | +4.8% |
| All | +3.7% | -16.2% | +19.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling