+2,275.1%
VALE vs MOS
+149.8%
+2,125.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | +1.6% | +9.5% | -7.9% | -2.8% |
| 30D | +5.1% | +10.4% | -5.3% | 0.0% |
| 3M | -0.4% | +12.9% | -13.3% | -7.2% |
| 6M | -2.2% | +1.2% | -3.4% | -5.9% |
| YTD | +20.5% | +9.3% | +11.2% | +11.3% |
| 1Y | +61.2% | -18.0% | +79.2% | +69.0% |
| 3Y | +43.1% | -29.0% | +72.2% | +52.3% |
| 5Y | +34.0% | -9.6% | +43.5% | +15.4% |
| 10Y | +469.7% | +6.1% | +463.6% | +271.8% |
| All | +2,275.1% | +149.8% | +2,125.3% | +1,076.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling