+1.3%
VALE vs MSCI
+3,122.5%
-3,121.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +2.9% |
| 7D | +5.6% | +1.5% | +4.1% | +4.8% |
| 30D | -12.1% | +14.4% | -26.5% | -18.0% |
| 3M | -16.3% | +15.2% | -31.5% | -22.4% |
| 6M | -26.0% | +11.2% | -37.2% | -31.0% |
| YTD | -5.5% | +13.9% | -19.4% | -14.2% |
| 1Y | +6.7% | +12.5% | -5.8% | -2.6% |
| 3Y | +10.2% | +32.3% | -22.1% | -11.7% |
| 5Y | +49.7% | +4.9% | +44.9% | +27.2% |
| 10Y | +222.3% | +779.7% | -557.4% | -25.9% |
| All | +1.3% | +3,122.5% | -3,121.2% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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