+36.2%
VALE vs MOS
-32.9%
+69.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.2% |
| 7D | -1.5% | -2.6% | +1.1% | -0.7% |
| 30D | -15.6% | +13.5% | -29.1% | -19.3% |
| 3M | -19.5% | -2.9% | -16.6% | -19.3% |
| 6M | -31.9% | -1.0% | -30.9% | -32.6% |
| YTD | -11.0% | -7.2% | -3.8% | -11.3% |
| 1Y | -2.1% | -11.4% | +9.3% | -1.3% |
| 3Y | +1.4% | -29.0% | +30.4% | +5.8% |
| 5Y | +36.2% | -34.0% | +70.2% | +37.2% |
| All | +36.2% | -32.9% | +69.1% | +37.2% |
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