+78.9%
FCX vs MSTU
-86.5%
+165.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.6% | +14.0% | +6.1% |
| 7D | +5.7% | +16.1% | -10.4% | +3.7% |
| 30D | +10.1% | +68.7% | -58.6% | +3.5% |
| 3M | +20.2% | -11.0% | +31.2% | +17.8% |
| 6M | +29.7% | -33.4% | +63.0% | +28.4% |
| YTD | +51.9% | -59.5% | +111.4% | +52.3% |
| 1Y | +66.0% | -93.4% | +159.3% | +92.0% |
| All | +78.9% | -86.5% | +165.4% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling