+373.5%
FCX vs MOS
-3.5%
+377.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | -0.3% | -2.0% | +1.7% | +0.7% |
| 30D | -14.7% | +15.3% | -30.0% | -22.2% |
| 3M | -11.2% | +1.5% | -12.7% | -13.6% |
| 6M | -11.4% | -2.0% | -9.4% | -12.9% |
| YTD | +17.7% | -6.5% | +24.2% | +15.6% |
| 1Y | +47.5% | -11.1% | +58.5% | +47.9% |
| 3Y | +83.9% | -30.3% | +114.1% | +100.5% |
| 5Y | +54.0% | -33.5% | +87.5% | +58.7% |
| All | +373.5% | -3.5% | +377.0% | +248.8% |
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 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