+1,015.5%
FCX vs MOS
+42.3%
+973.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.5% |
| 7D | -4.9% | +9.5% | -14.4% | -9.3% |
| 30D | +4.8% | +10.4% | -5.6% | -0.5% |
| 3M | +4.6% | +12.9% | -8.3% | -2.4% |
| 6M | +10.8% | +1.2% | +9.6% | +7.3% |
| YTD | +44.2% | +9.3% | +34.9% | +33.5% |
| 1Y | +59.6% | -18.0% | +77.5% | +68.6% |
| 3Y | +82.2% | -29.0% | +111.3% | +99.4% |
| 5Y | +115.6% | -9.6% | +125.2% | +97.2% |
| 10Y | +670.6% | +6.1% | +664.5% | +488.7% |
| All | +1,015.5% | +42.3% | +973.2% | +641.5% |
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