+81.3%
FCX vs MAGS
+187.1%
-105.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.4% |
| 7D | -1.9% | -1.8% | -0.1% | -0.7% |
| 30D | +3.4% | +1.1% | +2.3% | +2.5% |
| 3M | +15.0% | +7.7% | +7.3% | +8.6% |
| 6M | +14.6% | +11.7% | +2.9% | +6.2% |
| YTD | +41.2% | +4.9% | +36.3% | +36.3% |
| 1Y | +60.4% | +14.3% | +46.0% | +46.3% |
| 3Y | +88.4% | +128.9% | -40.5% | +15.3% |
| All | +81.3% | +187.1% | -105.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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