+159.5%
GDX vs MSTZ
-99.2%
+258.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +1.4% |
| 7D | +1.9% | -23.6% | +25.4% | +0.8% |
| 30D | +9.9% | -60.7% | +70.6% | +5.7% |
| 3M | +28.2% | -58.3% | +86.5% | +25.3% |
| 6M | -2.9% | -60.0% | +57.1% | -3.6% |
| YTD | +16.0% | -75.2% | +91.2% | +14.6% |
| 1Y | +49.9% | -19.9% | +69.8% | +53.0% |
| All | +159.5% | -99.2% | +258.7% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling