+204.8%
VALE vs MSI
+664.3%
-459.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -3.2% | +3.2% | -6.4% | -4.4% |
| 30D | -15.1% | +17.6% | -32.7% | -20.5% |
| 3M | -18.7% | +14.5% | -33.2% | -23.2% |
| 6M | -31.5% | +34.3% | -65.7% | -39.8% |
| YTD | -11.4% | +39.7% | -51.2% | -24.2% |
| 1Y | -1.9% | +40.2% | -42.0% | -16.2% |
| 3Y | +1.7% | +77.1% | -75.5% | -25.3% |
| 5Y | +35.4% | +124.0% | -88.6% | -14.5% |
| All | +204.8% | +664.3% | -459.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling