+29.2%
VALE vs MSCI
+2,756.4%
-2,727.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.3% |
| 30D | +5.1% | +0.6% | +4.6% | +4.7% |
| 3M | -0.4% | -7.1% | +6.7% | +2.0% |
| 6M | -2.2% | +0.8% | -3.0% | -4.3% |
| YTD | +20.5% | +1.0% | +19.5% | +16.7% |
| 1Y | +61.2% | +4.3% | +56.9% | +52.4% |
| 3Y | +43.1% | +9.9% | +33.2% | +26.3% |
| 5Y | +34.0% | -6.8% | +40.7% | +20.6% |
| 10Y | +469.7% | +614.7% | -145.0% | +47.2% |
| All | +29.2% | +2,756.4% | -2,727.2% | -86.3% |
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