+46.4%
VALE vs MOS
-30.3%
+76.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.2% | -3.6% |
| 7D | +5.5% | +24.8% | -19.3% | -2.0% |
| 30D | -15.0% | +22.7% | -37.7% | -20.7% |
| 3M | -20.0% | -1.2% | -18.8% | -20.2% |
| 6M | -28.4% | +5.5% | -33.9% | -30.5% |
| YTD | -8.6% | -2.0% | -6.6% | -10.5% |
| 1Y | +2.0% | -7.9% | +9.9% | +1.6% |
| 3Y | +4.1% | -25.0% | +29.1% | +6.8% |
| 5Y | +46.4% | -27.7% | +74.2% | +41.5% |
| All | +46.4% | -30.3% | +76.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling