+78.9%
FCX vs MSTZ
-99.2%
+178.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.2% | -2.8% | +6.1% |
| 7D | +5.7% | -25.4% | +31.1% | +3.7% |
| 30D | +10.1% | -60.9% | +70.9% | +3.3% |
| 3M | +20.2% | -54.2% | +74.4% | +16.9% |
| 6M | +29.7% | -65.0% | +94.7% | +26.4% |
| YTD | +51.9% | -76.5% | +128.4% | +48.9% |
| 1Y | +66.0% | -23.4% | +89.4% | +85.1% |
| All | +78.9% | -99.2% | +178.1% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling