+62.7%
FCX vs MOS
-29.3%
+92.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.4% |
| 7D | -0.8% | +5.5% | -6.2% | -3.2% |
| 30D | -15.1% | +21.0% | -36.0% | -22.7% |
| 3M | -9.6% | -0.5% | -9.1% | -10.5% |
| 6M | -3.1% | +6.6% | -9.6% | -7.5% |
| YTD | +23.4% | -2.8% | +26.2% | +20.1% |
| 1Y | +52.7% | -8.1% | +60.7% | +51.7% |
| 3Y | +91.4% | -25.6% | +117.0% | +100.0% |
| 5Y | +62.7% | -29.8% | +92.5% | +56.9% |
| All | +62.7% | -29.3% | +92.1% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling