+171.4%
GDX vs MOS
+88.9%
+82.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.4% |
| 7D | +5.4% | +22.5% | -17.1% | -0.6% |
| 30D | -2.8% | +6.6% | -9.4% | -4.8% |
| 3M | +2.5% | -3.8% | +6.3% | +3.2% |
| 6M | -0.1% | -2.2% | +2.1% | -0.2% |
| YTD | 0.0% | -4.8% | +4.8% | +0.1% |
| 1Y | +22.2% | -11.7% | +33.9% | +24.7% |
| 3Y | +201.4% | -26.5% | +227.9% | +214.7% |
| 5Y | +180.6% | -32.2% | +212.8% | +184.6% |
| 10Y | +277.2% | +10.2% | +267.0% | +172.7% |
| All | +171.4% | +88.9% | +82.5% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling