+260.9%
GDX vs MOS
-29.5%
+290.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | -0.4% | +9.5% | -9.9% | -3.2% |
| 30D | +18.6% | +10.4% | +8.2% | +14.9% |
| 3M | +14.9% | +12.9% | +2.0% | +10.2% |
| 6M | -6.3% | +1.2% | -7.5% | -7.8% |
| YTD | +15.7% | +9.3% | +6.4% | +12.2% |
| 1Y | +54.8% | -18.0% | +72.8% | +59.9% |
| All | +260.9% | -29.5% | +290.4% | +265.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling