+185.2%
FCX vs MSFU
+72.2%
+112.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.7% | +5.8% |
| 7D | +5.7% | -3.2% | +8.9% | +6.3% |
| 30D | +10.1% | -3.1% | +13.2% | +10.5% |
| 3M | +20.2% | +35.3% | -15.1% | +10.4% |
| 6M | +29.7% | +31.6% | -1.9% | +18.5% |
| YTD | +51.9% | -9.5% | +61.5% | +51.3% |
| 1Y | +66.0% | -18.4% | +84.4% | +69.7% |
| 3Y | +102.7% | +26.9% | +75.8% | +70.2% |
| All | +185.2% | +72.2% | +112.9% | +117.0% |
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