+55.2%
VALE vs MSTU
-93.8%
+149.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.5% |
| 7D | -0.3% | -16.6% | +16.3% | +0.5% |
| 30D | +8.6% | +69.7% | -61.1% | +4.8% |
| 3M | +2.0% | -7.5% | +9.5% | +0.8% |
| 6M | +2.1% | -43.1% | +45.2% | +2.4% |
| YTD | +20.2% | -63.0% | +83.3% | +21.6% |
| 1Y | +55.2% | -93.8% | +148.9% | +69.7% |
| All | +55.2% | -93.8% | +149.0% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling