+38.6%
FCX vs MSTZ
-99.2%
+137.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -1.6% |
| 7D | -0.3% | +30.8% | -31.1% | +2.3% |
| 30D | -14.7% | +41.2% | -55.9% | -11.1% |
| 3M | -11.2% | -60.9% | +49.7% | -14.6% |
| 6M | -11.4% | -15.7% | +4.3% | -6.3% |
| YTD | +17.7% | -75.2% | +92.9% | +18.8% |
| 1Y | +47.5% | -59.8% | +107.3% | +56.7% |
| All | +38.6% | -99.2% | +137.8% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling