+326.3%
GDX vs MOS
-3.5%
+329.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.4% |
| 7D | -6.8% | -2.0% | -4.8% | -6.5% |
| 30D | -2.1% | +15.3% | -17.4% | -4.6% |
| 3M | -7.5% | +1.5% | -9.0% | -7.9% |
| 6M | -15.2% | -2.0% | -13.2% | -15.2% |
| YTD | -4.8% | -6.5% | +1.7% | -4.2% |
| 1Y | +6.7% | -11.1% | +17.8% | +8.1% |
| 3Y | +212.7% | -30.3% | +243.0% | +223.7% |
| 5Y | +151.7% | -33.5% | +185.2% | +161.4% |
| All | +326.3% | -3.5% | +329.7% | +291.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling