+94.1%
FCX vs MAGS
+187.7%
-93.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +3.1% | +0.8% | +2.3% | +2.4% |
| 30D | +8.1% | +0.4% | +7.7% | +7.7% |
| 3M | +18.9% | +5.6% | +13.4% | +14.0% |
| 6M | +26.6% | +12.3% | +14.3% | +16.9% |
| YTD | +51.2% | +5.1% | +46.1% | +45.7% |
| 1Y | +75.6% | +14.0% | +61.6% | +60.5% |
| 3Y | +101.7% | +129.4% | -27.7% | +23.2% |
| All | +94.1% | +187.7% | -93.6% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling