+521.5%
VALE vs MSI
+593.5%
-72.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.8% | -4.0% | +2.1% | -0.2% |
| 30D | +6.7% | -0.5% | +7.1% | +6.7% |
| 3M | +4.9% | +11.4% | -6.5% | -0.4% |
| 6M | +3.6% | +1.0% | +2.6% | +2.0% |
| YTD | +21.9% | +20.7% | +1.2% | +10.7% |
| 1Y | +61.6% | -2.7% | +64.2% | +60.8% |
| 3Y | +52.1% | +68.2% | -16.1% | +13.0% |
| 5Y | +43.2% | +100.0% | -56.8% | -6.1% |
| 10Y | +521.5% | +596.9% | -75.4% | +131.7% |
| All | +521.5% | +593.5% | -72.0% | +131.7% |
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