+789.9%
FCX vs MOS
+24.0%
+766.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.3% | -10.8% | -9.2% |
| 7D | -12.5% | +22.5% | -34.9% | -22.0% |
| 30D | -20.0% | +6.6% | -26.7% | -23.9% |
| 3M | -16.4% | -3.8% | -12.6% | -16.3% |
| 6M | +0.8% | -2.2% | +3.0% | -0.8% |
| YTD | +15.1% | -4.8% | +19.8% | +12.3% |
| 1Y | +45.3% | -11.7% | +57.0% | +46.6% |
| 3Y | +70.9% | -26.5% | +97.4% | +81.4% |
| 5Y | +67.5% | -32.2% | +99.7% | +75.3% |
| 10Y | +483.0% | +10.2% | +472.9% | +330.5% |
| All | +789.9% | +24.0% | +766.0% | +523.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling