+1,015.5%
FCX vs MS
+3,757.6%
-2,742.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | -4.9% | +1.4% | -6.2% | -5.4% |
| 30D | +4.8% | -0.3% | +5.1% | +4.9% |
| 3M | +4.6% | +0.3% | +4.3% | +4.7% |
| 6M | +10.8% | +31.3% | -20.5% | -0.2% |
| YTD | +44.2% | +24.7% | +19.6% | +32.2% |
| 1Y | +59.6% | +47.9% | +11.7% | +36.7% |
| 3Y | +82.2% | +178.3% | -96.1% | +21.4% |
| 5Y | +115.6% | +144.9% | -29.3% | +52.0% |
| 10Y | +670.6% | +804.5% | -134.0% | +252.1% |
| All | +1,015.5% | +3,757.6% | -2,742.1% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling