+1,015.5%
FCX vs MSI
+719.4%
+296.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -4.9% | -3.7% | -1.2% | -3.7% |
| 30D | +4.8% | +6.8% | -2.0% | +2.2% |
| 3M | +4.6% | +14.3% | -9.7% | -0.5% |
| 6M | +10.8% | -1.6% | +12.4% | +10.4% |
| YTD | +44.2% | +22.8% | +21.4% | +32.9% |
| 1Y | +59.6% | -1.1% | +60.7% | +58.2% |
| 3Y | +82.2% | +70.5% | +11.8% | +49.4% |
| 5Y | +115.6% | +102.8% | +12.8% | +67.1% |
| 10Y | +670.6% | +597.4% | +73.1% | +315.3% |
| All | +1,015.5% | +719.4% | +296.1% | +326.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling