+59.6%
FCX vs MSTZ
-29.5%
+89.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.5% |
| 7D | -4.9% | -29.7% | +24.9% | -7.1% |
| 30D | +4.8% | -65.3% | +70.1% | -3.1% |
| 3M | +4.6% | -57.3% | +61.9% | +1.3% |
| 6M | +10.8% | -61.6% | +72.5% | +8.8% |
| YTD | +44.2% | -78.3% | +122.5% | +40.2% |
| 1Y | +59.6% | -30.2% | +89.8% | +82.8% |
| All | +59.6% | -29.5% | +89.0% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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