+159.5%
GDX vs MSTU
-87.2%
+246.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.4% |
| 7D | +1.9% | +12.9% | -11.0% | +0.9% |
| 30D | +9.9% | +68.3% | -58.4% | +5.9% |
| 3M | +28.2% | +0.4% | +27.8% | +25.9% |
| 6M | -2.9% | -41.5% | +38.6% | -2.8% |
| YTD | +16.0% | -61.7% | +77.7% | +15.8% |
| 1Y | +49.9% | -93.7% | +143.5% | +55.3% |
| All | +159.5% | -87.2% | +246.7% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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