+396.6%
FCX vs MS
+549.6%
-153.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +1.6% |
| 7D | -0.8% | -1.7% | +1.0% | +0.8% |
| 30D | -15.1% | +0.9% | -16.0% | -15.7% |
| 3M | -9.6% | -10.8% | +1.2% | -0.8% |
| 6M | -3.1% | +0.9% | -4.0% | -3.8% |
| YTD | +23.4% | +9.8% | +13.6% | +13.1% |
| 1Y | +52.7% | +17.1% | +35.6% | +32.7% |
| 3Y | +91.4% | +175.7% | -84.3% | -22.4% |
| 5Y | +62.7% | +125.9% | -63.1% | -23.6% |
| All | +396.6% | +549.6% | -153.0% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling