+4.9%
VALE vs MOS
-25.3%
+30.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +1.3% | +5.5% | -4.1% | -0.1% |
| 30D | -14.3% | +21.0% | -35.3% | -18.8% |
| 3M | -16.8% | -0.5% | -16.4% | -17.1% |
| 6M | -30.2% | +6.6% | -36.8% | -32.0% |
| YTD | -8.6% | -2.8% | -5.8% | -9.8% |
| 1Y | +1.6% | -8.1% | +9.7% | +1.5% |
| All | +4.9% | -25.3% | +30.2% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling