+49.9%
GDX vs MSTZ
-19.0%
+68.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +1.7% |
| 7D | +1.9% | -23.6% | +25.4% | -0.1% |
| 30D | +9.9% | -60.7% | +70.6% | +2.1% |
| 3M | +28.2% | -58.3% | +86.5% | +23.0% |
| 6M | -2.9% | -60.0% | +57.1% | -4.1% |
| YTD | +16.0% | -75.2% | +91.2% | +12.4% |
| 1Y | +49.9% | -19.9% | +69.8% | +49.9% |
| All | +49.9% | -19.0% | +68.9% | +49.9% |
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 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