+701.1%
FCX vs MS
+803.8%
-102.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.9% |
| 7D | +5.7% | +2.5% | +3.3% | +3.5% |
| 30D | +10.1% | 0.0% | +10.1% | +9.9% |
| 3M | +20.2% | +2.4% | +17.7% | +17.6% |
| 6M | +29.7% | +36.4% | -6.7% | +0.2% |
| YTD | +51.9% | +23.8% | +28.1% | +25.9% |
| 1Y | +66.0% | +48.6% | +17.3% | +17.8% |
| 3Y | +102.7% | +179.1% | -76.4% | -19.3% |
| 5Y | +138.9% | +144.8% | -6.0% | +4.6% |
| 10Y | +701.1% | +794.2% | -93.1% | +0.6% |
| All | +701.1% | +803.8% | -102.7% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling