+54.8%
GDX vs MSFU
-18.4%
+73.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.7% |
| 7D | -0.4% | -5.7% | +5.3% | +0.3% |
| 30D | +18.6% | +4.2% | +14.4% | +17.9% |
| 3M | +14.9% | +27.9% | -13.0% | +10.7% |
| 6M | -6.3% | +37.1% | -43.4% | -11.4% |
| YTD | +15.7% | -7.4% | +23.1% | +16.5% |
| 1Y | +54.8% | -19.6% | +74.4% | +55.7% |
| All | +54.8% | -18.4% | +73.3% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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