+138.9%
FCX vs MSI
+100.4%
+38.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.9% |
| 7D | +5.7% | -5.8% | +11.5% | +8.7% |
| 30D | +10.1% | -1.0% | +11.0% | +10.4% |
| 3M | +20.2% | +14.2% | +6.0% | +11.3% |
| 6M | +29.7% | +1.0% | +28.6% | +27.4% |
| YTD | +51.9% | +21.5% | +30.5% | +33.2% |
| 1Y | +66.0% | -2.1% | +68.1% | +66.3% |
| 3Y | +102.7% | +69.3% | +33.4% | +37.0% |
| 5Y | +138.9% | +99.3% | +39.5% | +37.6% |
| All | +138.9% | +100.4% | +38.4% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling