+1,701.1%
VALE vs MSI
+1,448.2%
+253.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | +1.3% | +7.7% | -6.4% | -2.0% |
| 30D | -14.3% | +19.9% | -34.3% | -21.2% |
| 3M | -16.8% | +14.9% | -31.8% | -22.1% |
| 6M | -30.2% | +37.2% | -67.5% | -40.1% |
| YTD | -8.6% | +40.8% | -49.4% | -23.1% |
| 1Y | +1.6% | +38.1% | -36.5% | -13.8% |
| 3Y | +4.1% | +77.7% | -73.6% | -23.5% |
| 5Y | +38.7% | +129.0% | -90.4% | -12.1% |
| 10Y | +214.6% | +671.3% | -456.7% | +10.3% |
| All | +1,701.1% | +1,448.2% | +253.0% | +288.6% |
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