+151.0%
FCX vs MTSI
+1,308.1%
-1,157.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | -0.9% |
| 7D | -4.9% | +1.4% | -6.3% | -5.3% |
| 30D | +4.8% | +2.1% | +2.7% | +2.8% |
| 3M | +4.6% | -29.7% | +34.3% | +16.0% |
| 6M | +10.8% | +12.5% | -1.7% | +3.8% |
| YTD | +44.2% | +57.0% | -12.8% | +20.0% |
| 1Y | +59.6% | +103.9% | -44.4% | +20.6% |
| 3Y | +82.2% | +223.6% | -141.3% | +14.4% |
| 5Y | +115.6% | +321.6% | -205.9% | +22.2% |
| 10Y | +670.6% | +517.7% | +152.8% | +228.5% |
| All | +151.0% | +1,308.1% | -1,157.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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