+486.8%
VALE vs MTSI
+529.6%
-42.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.4% |
| 7D | +2.9% | +4.9% | -2.0% | +1.8% |
| 30D | +8.8% | -11.6% | +20.4% | +11.4% |
| 3M | +6.8% | -24.1% | +30.8% | +12.0% |
| 6M | +6.9% | +32.4% | -25.5% | -2.6% |
| YTD | +22.8% | +60.4% | -37.6% | +6.3% |
| 1Y | +61.3% | +111.0% | -49.7% | +29.8% |
| 3Y | +53.3% | +246.1% | -192.8% | +4.7% |
| 5Y | +44.9% | +340.3% | -295.5% | -9.8% |
| 10Y | +486.8% | +539.5% | -52.7% | +174.5% |
| All | +486.8% | +529.6% | -42.8% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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