-15.8%
GDX vs MSTZ
-8.3%
-7.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.8% | -16.8% | -2.1% |
| 7D | -4.6% | +25.6% | -30.1% | -1.2% |
| 30D | -6.2% | +50.6% | -56.7% | +1.2% |
| 3M | -10.0% | -64.5% | +54.5% | -19.0% |
| 6M | -15.8% | -14.0% | -1.7% | -4.1% |
| All | -15.8% | -8.3% | -7.5% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling