+24.7%
GDX vs MOS
-11.3%
+36.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +13.6% | +21.6% | -8.0% | +4.7% |
| 30D | +2.5% | +12.0% | -9.5% | -2.6% |
| 3M | +4.4% | -3.9% | +8.3% | +5.0% |
| 6M | -5.2% | -3.3% | -1.9% | -5.5% |
| YTD | +2.1% | -4.6% | +6.8% | +5.4% |
| 1Y | +24.7% | -7.0% | +31.7% | +28.7% |
| All | +24.7% | -11.3% | +36.0% | +28.7% |
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 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