+113.5%
GDX vs MSTZ
-99.2%
+212.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.8% | -16.8% | -3.1% |
| 7D | -4.6% | +25.6% | -30.1% | -3.1% |
| 30D | -6.2% | +50.6% | -56.7% | -3.0% |
| 3M | -10.0% | -64.5% | +54.5% | -12.5% |
| 6M | -15.8% | -14.0% | -1.7% | -13.2% |
| YTD | -4.6% | -76.4% | +71.8% | -4.4% |
| 1Y | +4.0% | -56.2% | +60.3% | +6.1% |
| All | +113.5% | -99.2% | +212.7% | +126.1% |
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