+383.2%
FCX vs MSI
+663.2%
-280.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | +4.4% | +2.6% | +1.8% | +2.9% |
| 30D | -16.3% | +18.1% | -34.5% | -24.8% |
| 3M | -12.5% | +13.2% | -25.7% | -19.5% |
| 6M | -8.0% | +36.3% | -44.3% | -25.7% |
| YTD | +20.1% | +39.5% | -19.4% | -6.3% |
| 1Y | +45.9% | +36.9% | +9.0% | +15.2% |
| 3Y | +86.2% | +76.1% | +10.2% | +19.7% |
| 5Y | +57.1% | +123.7% | -66.6% | -16.7% |
| All | +383.2% | +663.2% | -280.0% | +29.0% |
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