+59.6%
FCX vs MSTU
-92.8%
+152.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.5% |
| 7D | -4.9% | +21.3% | -26.2% | -7.1% |
| 30D | +4.8% | +90.8% | -86.0% | -2.8% |
| 3M | +4.6% | -6.8% | +11.4% | +2.1% |
| 6M | +10.8% | -39.8% | +50.6% | +10.6% |
| YTD | +44.2% | -55.7% | +99.9% | +43.1% |
| 1Y | +59.6% | -92.7% | +152.2% | +91.7% |
| All | +59.6% | -92.8% | +152.3% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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