+25.2%
VALE vs MTSI
+1,004.6%
-979.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.6% | -1.1% |
| 7D | +1.8% | -10.0% | +11.7% | +3.3% |
| 30D | -14.8% | -37.2% | +22.3% | -7.1% |
| 3M | -19.0% | -30.1% | +11.0% | -14.4% |
| 6M | -27.7% | -31.9% | +4.2% | -24.4% |
| YTD | -8.5% | +23.2% | -31.7% | -17.0% |
| 1Y | +2.6% | +26.4% | -23.8% | -7.7% |
| 3Y | +4.0% | +186.2% | -182.1% | -25.7% |
| 5Y | +51.2% | +187.0% | -135.8% | +4.9% |
| 10Y | +263.0% | +460.4% | -197.4% | +86.3% |
| All | +25.2% | +1,004.6% | -979.4% | -43.4% |
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