+66.0%
FCX vs MSTZ
-99.1%
+165.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -0.5% |
| 7D | -2.3% | +17.0% | -19.3% | -0.9% |
| 30D | +2.7% | -61.8% | +64.5% | -3.8% |
| 3M | +7.4% | -54.6% | +62.0% | +4.3% |
| 6M | +16.0% | -59.3% | +75.3% | +14.6% |
| YTD | +40.9% | -74.6% | +115.5% | +39.2% |
| 1Y | +56.4% | -18.8% | +75.2% | +75.5% |
| All | +66.0% | -99.1% | +165.1% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling