+430.7%
FCX vs MS
+614.4%
-183.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +2.3% |
| 7D | -1.0% | +0.7% | -1.8% | -1.6% |
| 30D | -15.2% | -0.9% | -14.3% | -14.6% |
| 3M | -10.3% | -13.0% | +2.7% | +0.5% |
| 6M | +1.6% | -2.0% | +3.5% | +3.2% |
| YTD | +23.9% | +7.8% | +16.1% | +15.3% |
| 1Y | +58.0% | +17.9% | +40.2% | +36.6% |
| 3Y | +94.6% | +174.8% | -80.2% | -20.9% |
| 5Y | +70.4% | +119.9% | -49.5% | -18.1% |
| 10Y | +430.7% | +578.8% | -148.2% | +3.8% |
| All | +430.7% | +614.4% | -183.8% | +3.8% |
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