+25.2%
VALE vs MSTU
-92.2%
+117.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.3% |
| 7D | -3.2% | -25.8% | +22.6% | -2.0% |
| 30D | -15.1% | -43.9% | +28.8% | -13.4% |
| 3M | -18.7% | +2.9% | -21.6% | -20.3% |
| 6M | -31.5% | -75.5% | +44.0% | -29.2% |
| YTD | -11.4% | -76.7% | +65.3% | -10.1% |
| 1Y | -1.9% | -88.9% | +87.1% | +2.5% |
| All | +25.2% | -92.2% | +117.4% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling