+485.6%
FCX vs MOS
+8.6%
+477.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -4.9% | +21.6% | -26.5% | -15.4% |
| 30D | -17.1% | +12.0% | -29.1% | -23.3% |
| 3M | -12.7% | -3.9% | -8.8% | -12.5% |
| 6M | -2.0% | -3.3% | +1.4% | -3.0% |
| YTD | +18.1% | -4.6% | +22.7% | +14.7% |
| 1Y | +55.2% | -7.0% | +62.1% | +51.9% |
| 3Y | +74.3% | -24.4% | +98.8% | +81.5% |
| 5Y | +71.9% | -32.1% | +104.0% | +75.4% |
| All | +485.6% | +8.6% | +477.0% | +310.2% |
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