+54.8%
GDX vs MSTZ
-29.5%
+84.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -1.9% |
| 7D | -0.4% | -29.7% | +29.3% | -3.1% |
| 30D | +18.6% | -65.3% | +83.9% | +8.7% |
| 3M | +14.9% | -57.3% | +72.2% | +10.5% |
| 6M | -6.3% | -61.6% | +55.4% | -8.1% |
| YTD | +15.7% | -78.3% | +94.0% | +10.6% |
| 1Y | +54.8% | -30.2% | +85.1% | +55.4% |
| All | +54.8% | -29.5% | +84.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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