+70.0%
VALE vs MSTZ
-99.1%
+169.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.4% | -0.5% |
| 7D | -0.3% | +17.0% | -17.3% | +0.5% |
| 30D | +8.6% | -61.8% | +70.4% | +5.0% |
| 3M | +2.0% | -54.6% | +56.6% | +0.4% |
| 6M | +2.1% | -59.3% | +61.4% | +1.4% |
| YTD | +20.2% | -74.6% | +94.8% | +19.4% |
| 1Y | +55.2% | -18.8% | +74.0% | +63.6% |
| All | +70.0% | -99.1% | +169.1% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling