+72.7%
VALE vs MSFU
+76.3%
-3.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.1% |
| 7D | +1.6% | -5.7% | +7.3% | +2.1% |
| 30D | +5.1% | +4.2% | +1.0% | +4.6% |
| 3M | -0.4% | +27.9% | -28.3% | -3.1% |
| 6M | -2.2% | +37.1% | -39.3% | -6.2% |
| YTD | +20.5% | -7.4% | +27.9% | +20.0% |
| 1Y | +61.2% | -19.6% | +80.8% | +62.9% |
| 3Y | +43.1% | +33.2% | +9.9% | +31.1% |
| All | +72.7% | +76.3% | -3.6% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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