+44.9%
VALE vs MSI
+100.4%
-55.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +2.9% | -5.8% | +8.7% | +3.9% |
| 30D | +8.8% | -1.0% | +9.8% | +8.9% |
| 3M | +6.8% | +14.2% | -7.4% | +4.0% |
| 6M | +6.9% | +1.0% | +5.9% | +6.4% |
| YTD | +22.8% | +21.5% | +1.4% | +17.8% |
| 1Y | +61.3% | -2.1% | +63.4% | +61.5% |
| 3Y | +53.3% | +69.3% | -16.0% | +31.4% |
| 5Y | +44.9% | +99.3% | -54.5% | +15.4% |
| All | +44.9% | +100.4% | -55.6% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling