+194.2%
GDX vs MOS
-31.8%
+226.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.9% |
| 7D | +15.6% | +19.7% | -4.1% | +9.9% |
| 30D | +2.4% | +21.5% | -19.1% | -3.1% |
| 3M | +1.7% | -0.4% | +2.2% | +1.4% |
| 6M | -3.3% | +4.5% | -7.8% | -5.2% |
| YTD | +6.6% | -2.9% | +9.5% | +6.4% |
| 1Y | +27.0% | -7.7% | +34.7% | +28.0% |
| 3Y | +243.4% | -25.6% | +269.0% | +254.3% |
| 5Y | +194.2% | -31.2% | +225.3% | +221.9% |
| All | +194.2% | -31.8% | +226.0% | +221.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling