+60.3%
FCX vs MOS
-16.2%
+76.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +17.4% | -16.0% | -3.9% |
| 7D | -6.0% | +17.9% | -24.0% | -11.0% |
| 30D | -13.6% | +1.6% | -15.1% | -14.1% |
| 3M | -6.8% | -4.0% | -2.8% | -5.4% |
| 6M | +13.2% | -4.1% | +17.3% | +14.0% |
| YTD | +24.4% | -7.8% | +32.2% | +26.6% |
| 1Y | +60.3% | -15.6% | +75.9% | +68.8% |
| All | +60.3% | -16.2% | +76.5% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling