+344.9%
GDX vs MOS
+0.4%
+344.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +0.7% | +5.5% | -4.7% | -0.2% |
| 30D | -3.8% | +21.0% | -24.7% | -7.1% |
| 3M | -5.4% | -0.5% | -5.0% | -5.6% |
| 6M | -12.7% | +6.6% | -19.3% | -14.0% |
| YTD | -0.7% | -2.8% | +2.1% | -0.7% |
| 1Y | +11.9% | -8.1% | +19.9% | +12.7% |
| 3Y | +223.9% | -25.6% | +249.5% | +231.7% |
| 5Y | +163.2% | -29.8% | +192.9% | +171.0% |
| All | +344.9% | +0.4% | +344.5% | +305.9% |
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