+373.5%
FCX vs MS
+549.7%
-176.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.7% |
| 7D | -0.3% | +5.1% | -5.4% | -4.3% |
| 30D | -14.7% | +5.7% | -20.4% | -18.6% |
| 3M | -11.2% | -12.2% | +1.0% | -1.3% |
| 6M | -11.4% | -0.5% | -10.9% | -11.1% |
| YTD | +17.7% | +9.8% | +7.9% | +7.8% |
| 1Y | +47.5% | +17.7% | +29.8% | +27.6% |
| 3Y | +83.9% | +176.8% | -92.9% | -25.7% |
| 5Y | +54.0% | +123.7% | -69.8% | -27.1% |
| All | +373.5% | +549.7% | -176.2% | -4.0% |
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