+24.8%
GDX vs MOS
-16.2%
+41.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +17.4% | -8.4% | +2.0% |
| 7D | +0.8% | +17.9% | -17.2% | -5.9% |
| 30D | -3.2% | +1.6% | -4.8% | -4.4% |
| 3M | +8.6% | -4.0% | +12.6% | +9.4% |
| 6M | -1.2% | -4.1% | +2.9% | -1.1% |
| YTD | -1.4% | -7.8% | +6.4% | +3.3% |
| 1Y | +24.8% | -15.6% | +40.4% | +32.6% |
| All | +24.8% | -16.2% | +41.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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