+159.0%
GDX vs MSTU
-85.2%
+244.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.0% |
| 7D | -0.4% | +21.3% | -21.7% | -1.9% |
| 30D | +18.6% | +90.8% | -72.2% | +13.4% |
| 3M | +14.9% | -6.8% | +21.7% | +12.9% |
| 6M | -6.3% | -39.8% | +33.6% | -6.6% |
| YTD | +15.7% | -55.7% | +71.4% | +14.6% |
| 1Y | +54.8% | -92.7% | +147.5% | +59.1% |
| All | +159.0% | -85.2% | +244.2% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling