+301.2%
GDX vs MOS
+8.6%
+292.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +13.6% | +21.6% | -8.0% | +9.7% |
| 30D | +2.5% | +12.0% | -9.5% | +0.3% |
| 3M | +4.4% | -3.9% | +8.3% | +4.8% |
| 6M | -5.2% | -3.3% | -1.9% | -5.2% |
| YTD | +2.1% | -4.6% | +6.8% | +2.4% |
| 1Y | +24.7% | -7.0% | +31.7% | +25.4% |
| 3Y | +211.3% | -24.4% | +235.7% | +218.3% |
| 5Y | +186.7% | -32.1% | +218.8% | +196.6% |
| All | +301.2% | +8.6% | +292.5% | +268.4% |
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