+125.5%
FCX vs MSFU
+87.3%
+38.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | +4.4% | -4.9% | +9.3% | +5.5% |
| 30D | -16.3% | -9.1% | -7.3% | -14.8% |
| 3M | -12.5% | +8.7% | -21.2% | -14.5% |
| 6M | -8.0% | +48.3% | -56.3% | -18.1% |
| YTD | +20.1% | -1.6% | +21.7% | +17.1% |
| 1Y | +45.9% | -13.6% | +59.5% | +47.6% |
| 3Y | +86.2% | +20.2% | +66.0% | +59.7% |
| All | +125.5% | +87.3% | +38.2% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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