+75.6%
FCX vs MSTZ
-19.0%
+94.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | 0.0% |
| 7D | +3.1% | -23.6% | +26.7% | +1.2% |
| 30D | +8.1% | -60.7% | +68.8% | +1.0% |
| 3M | +18.9% | -58.3% | +77.2% | +14.6% |
| 6M | +26.6% | -60.0% | +86.6% | +24.9% |
| YTD | +51.2% | -75.2% | +126.4% | +48.7% |
| 1Y | +75.6% | -19.9% | +95.4% | +107.3% |
| All | +75.6% | -19.0% | +94.6% | +107.3% |
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