+48.6%
FCX vs MSI
+36.5%
+12.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.3% |
| 7D | -2.4% | +7.4% | -9.8% | -1.5% |
| 30D | -18.0% | +18.7% | -36.7% | -16.6% |
| 3M | -14.3% | +14.5% | -28.7% | -13.0% |
| 6M | -1.7% | +38.1% | -39.8% | -0.3% |
| YTD | +19.8% | +38.7% | -18.9% | +24.0% |
| 1Y | +48.6% | +35.4% | +13.2% | +60.0% |
| All | +48.6% | +36.5% | +12.1% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling