+789.9%
FCX vs MS
+3,152.2%
-2,362.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.9% | -1.6% | -5.1% |
| 7D | -12.5% | -3.4% | -9.1% | -11.1% |
| 30D | -20.0% | -3.9% | -16.1% | -18.7% |
| 3M | -16.4% | -15.9% | -0.5% | -10.3% |
| 6M | +0.8% | -2.5% | +3.3% | +2.2% |
| YTD | +15.1% | +5.1% | +10.0% | +13.0% |
| 1Y | +45.3% | +13.0% | +32.4% | +38.9% |
| 3Y | +70.9% | +160.7% | -89.7% | +17.3% |
| 5Y | +67.5% | +114.0% | -46.5% | +24.8% |
| 10Y | +483.0% | +637.5% | -154.4% | +188.4% |
| All | +789.9% | +3,152.2% | -2,362.2% | +190.7% |
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 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