+2,275.1%
VALE vs MSI
+1,250.4%
+1,024.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.6% | -3.7% | +5.3% | +3.3% |
| 30D | +5.1% | +6.8% | -1.7% | +1.6% |
| 3M | -0.4% | +14.3% | -14.7% | -6.9% |
| 6M | -2.2% | -1.6% | -0.6% | -2.8% |
| YTD | +20.5% | +22.8% | -2.3% | +8.0% |
| 1Y | +61.2% | -1.1% | +62.3% | +58.6% |
| 3Y | +43.1% | +70.5% | -27.3% | +6.9% |
| 5Y | +34.0% | +102.8% | -68.8% | -10.4% |
| 10Y | +469.7% | +597.4% | -127.7% | +109.2% |
| All | +2,275.1% | +1,250.4% | +1,024.7% | +445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling