+61.2%
VALE vs MSTZ
-29.5%
+90.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.1% |
| 7D | +1.6% | -29.7% | +31.3% | +0.3% |
| 30D | +5.1% | -65.3% | +70.4% | +0.8% |
| 3M | -0.4% | -57.3% | +56.9% | -2.1% |
| 6M | -2.2% | -61.6% | +59.4% | -3.2% |
| YTD | +20.5% | -78.3% | +98.8% | +19.6% |
| 1Y | +61.2% | -30.2% | +91.4% | +73.2% |
| All | +61.2% | -29.5% | +90.6% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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