+296.1%
GDX vs MSFU
+103.9%
+192.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.0% | +3.6% |
| 7D | +15.6% | +14.6% | +1.0% | +13.1% |
| 30D | +2.4% | +2.1% | +0.3% | +2.0% |
| 3M | +1.7% | +14.7% | -12.9% | -0.7% |
| 6M | -3.3% | +55.7% | -59.0% | -10.9% |
| YTD | +6.6% | +7.1% | -0.5% | +3.3% |
| 1Y | +27.0% | -0.5% | +27.5% | +24.3% |
| 3Y | +243.4% | +35.7% | +207.6% | +203.5% |
| All | +296.1% | +103.9% | +192.2% | +209.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling