+430.7%
FCX vs MOS
+6.2%
+424.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +3.9% |
| 7D | -1.0% | +19.7% | -20.7% | -11.1% |
| 30D | -15.2% | +21.5% | -36.7% | -24.7% |
| 3M | -10.3% | -0.4% | -9.9% | -11.8% |
| 6M | +1.6% | +4.5% | -3.0% | -3.5% |
| YTD | +23.9% | -2.9% | +26.8% | +19.2% |
| 1Y | +58.0% | -7.7% | +65.7% | +55.5% |
| 3Y | +94.6% | -25.6% | +120.2% | +104.9% |
| 5Y | +70.4% | -31.2% | +101.5% | +72.7% |
| 10Y | +430.7% | +2.8% | +427.8% | +284.1% |
| All | +430.7% | +6.2% | +424.5% | +284.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling