-3.1%
FCX vs MSTU
-74.0%
+70.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.8% |
| 7D | -0.8% | -27.7% | +27.0% | +2.2% |
| 30D | -15.1% | -40.3% | +25.2% | -11.6% |
| 3M | -9.6% | +26.4% | -36.0% | -14.7% |
| 6M | -3.1% | -75.7% | +72.7% | -0.2% |
| All | -3.1% | -74.0% | +70.9% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling