+47.4%
GDX vs MSFU
-18.4%
+65.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.6% |
| 7D | +4.0% | -3.2% | +7.1% | +4.4% |
| 30D | +9.5% | -3.1% | +12.6% | +9.8% |
| 3M | +25.1% | +35.3% | -10.2% | +19.3% |
| 6M | -2.9% | +31.6% | -34.5% | -7.8% |
| YTD | +14.7% | -9.5% | +24.3% | +16.3% |
| 1Y | +47.4% | -18.4% | +65.8% | +45.8% |
| All | +47.4% | -18.4% | +65.9% | +45.8% |
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