-2.1%
VALE vs MTSI
+43.1%
-45.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -2.4% |
| 7D | -1.5% | +29.1% | -30.6% | -4.8% |
| 30D | -15.6% | -20.4% | +4.8% | -13.3% |
| 3M | -19.5% | -20.9% | +1.4% | -17.5% |
| 6M | -31.9% | -32.3% | +0.4% | -28.5% |
| YTD | -11.0% | +43.5% | -54.4% | -17.9% |
| 1Y | -2.1% | +43.8% | -45.9% | -11.1% |
| All | -2.1% | +43.1% | -45.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling