+1,701.1%
VALE vs MSI
+1,425.5%
+275.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | +5.5% | +7.4% | -1.9% | +2.1% |
| 30D | -15.0% | +18.7% | -33.7% | -21.4% |
| 3M | -20.0% | +14.5% | -34.5% | -25.0% |
| 6M | -28.4% | +38.1% | -66.5% | -38.6% |
| YTD | -8.6% | +38.7% | -47.3% | -22.6% |
| 1Y | +2.0% | +35.4% | -33.4% | -12.8% |
| 3Y | +4.1% | +75.1% | -71.0% | -23.0% |
| 5Y | +46.4% | +126.4% | -80.0% | -6.7% |
| 10Y | +202.4% | +671.4% | -469.0% | +6.0% |
| All | +1,701.1% | +1,425.5% | +275.6% | +291.2% |
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