+485.6%
FCX vs MAS
+213.7%
+271.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.8% |
| 7D | -4.9% | +2.0% | -6.8% | -6.1% |
| 30D | -17.1% | +19.4% | -36.5% | -26.6% |
| 3M | -12.7% | +9.4% | -22.1% | -18.5% |
| 6M | -2.0% | +15.3% | -17.3% | -12.8% |
| YTD | +18.1% | +31.3% | -13.2% | -5.7% |
| 1Y | +55.2% | +34.9% | +20.3% | +21.5% |
| 3Y | +74.3% | +58.6% | +15.7% | +16.6% |
| 5Y | +71.9% | +40.7% | +31.2% | +20.7% |
| All | +485.6% | +213.7% | +271.9% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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