+170.7%
FCX vs MSFU
+76.3%
+94.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.1% |
| 7D | -4.9% | -5.7% | +0.8% | -3.7% |
| 30D | +4.8% | +4.2% | +0.6% | +3.5% |
| 3M | +4.6% | +27.9% | -23.3% | -2.4% |
| 6M | +10.8% | +37.1% | -26.3% | +0.3% |
| YTD | +44.2% | -7.4% | +51.6% | +43.0% |
| 1Y | +59.6% | -19.6% | +79.2% | +64.3% |
| 3Y | +82.2% | +33.2% | +49.0% | +51.2% |
| All | +170.7% | +76.3% | +94.4% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling