+65.0%
VALE vs MTSI
+1,308.1%
-1,243.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -1.0% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | +5.1% | +2.1% | +3.0% | +3.8% |
| 3M | -0.4% | -29.7% | +29.3% | +6.0% |
| 6M | -2.2% | +12.5% | -14.7% | -7.2% |
| YTD | +20.5% | +57.0% | -36.5% | +5.6% |
| 1Y | +61.2% | +103.9% | -42.7% | +32.2% |
| 3Y | +43.1% | +223.6% | -180.4% | +1.5% |
| 5Y | +34.0% | +321.6% | -287.6% | -13.2% |
| 10Y | +469.7% | +517.7% | -48.0% | +189.9% |
| All | +65.0% | +1,308.1% | -1,243.1% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling