+0.8%
FCX vs MS
-2.5%
+3.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.9% | -1.6% | -2.2% |
| 7D | -12.5% | -3.4% | -9.1% | -9.5% |
| 30D | -20.0% | -3.9% | -16.1% | -16.8% |
| 3M | -16.4% | -15.9% | -0.5% | -2.1% |
| 6M | +0.8% | -2.5% | +3.3% | +0.4% |
| All | +0.8% | -2.5% | +3.4% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling