+50.5%
VALE vs MSI
+71.1%
-20.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.6% | -3.7% | +5.3% | +1.9% |
| 30D | +5.1% | +6.8% | -1.7% | +4.5% |
| 3M | -0.4% | +14.3% | -14.7% | -1.7% |
| 6M | -2.2% | -1.6% | -0.6% | -2.0% |
| YTD | +20.5% | +22.8% | -2.3% | +18.1% |
| 1Y | +61.2% | -1.1% | +62.3% | +61.8% |
| All | +50.5% | +71.1% | -20.7% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling