+114.3%
FCX vs MAS
+32.0%
+82.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | -4.9% | -0.8% | -4.1% | -4.5% |
| 30D | +4.8% | -5.6% | +10.4% | +7.6% |
| 3M | +4.6% | +4.4% | +0.2% | +1.3% |
| 6M | +10.8% | +7.2% | +3.6% | +5.3% |
| YTD | +44.2% | +16.1% | +28.1% | +30.0% |
| 1Y | +59.6% | +0.1% | +59.5% | +55.2% |
| 3Y | +82.2% | +28.3% | +53.9% | +52.3% |
| All | +114.3% | +32.0% | +82.3% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling