+41.5%
FCX vs MSTZ
-99.2%
+140.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.8% | -15.5% | -1.5% |
| 7D | +4.4% | +25.6% | -21.2% | +6.7% |
| 30D | -16.3% | +50.6% | -66.9% | -12.2% |
| 3M | -12.5% | -64.5% | +52.0% | -16.6% |
| 6M | -8.0% | -14.0% | +6.0% | -2.6% |
| YTD | +20.1% | -76.4% | +96.5% | +20.7% |
| 1Y | +45.9% | -56.2% | +102.2% | +56.4% |
| All | +41.5% | -99.2% | +140.7% | +30.2% |
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