+47.5%
FCX vs MSI
+37.5%
+10.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.3% | +3.2% | -3.5% | +0.1% |
| 30D | -14.7% | +17.6% | -32.3% | -13.1% |
| 3M | -11.2% | +14.5% | -25.7% | -9.6% |
| 6M | -11.4% | +34.3% | -45.6% | -9.4% |
| YTD | +17.7% | +39.7% | -22.0% | +25.4% |
| 1Y | +47.5% | +40.2% | +7.3% | +58.7% |
| All | +47.5% | +37.5% | +10.0% | +58.7% |
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