+52.7%
FCX vs MSFU
-12.2%
+64.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.8% | +3.4% |
| 7D | -0.8% | -12.7% | +11.9% | +0.3% |
| 30D | -15.1% | -9.0% | -6.1% | -14.4% |
| 3M | -9.6% | +2.9% | -12.5% | -9.6% |
| 6M | -3.1% | +43.5% | -46.6% | -5.6% |
| YTD | +23.4% | -2.4% | +25.9% | +18.2% |
| 1Y | +52.7% | -13.5% | +66.2% | +44.7% |
| All | +52.7% | -12.2% | +64.9% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling