+724.1%
FCX vs MSI
+593.5%
+130.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +3.1% | -4.0% | +7.1% | +5.7% |
| 30D | +8.1% | -0.5% | +8.6% | +8.1% |
| 3M | +18.9% | +11.4% | +7.5% | +9.6% |
| 6M | +26.6% | +1.0% | +25.6% | +23.1% |
| YTD | +51.2% | +20.7% | +30.5% | +29.4% |
| 1Y | +75.6% | -2.7% | +78.2% | +74.2% |
| 3Y | +101.7% | +68.2% | +33.5% | +31.7% |
| 5Y | +134.6% | +100.0% | +34.7% | +32.8% |
| 10Y | +724.1% | +596.9% | +127.3% | +126.1% |
| All | +724.1% | +593.5% | +130.6% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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