+301.2%
GDX vs MTSI
+448.7%
-147.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.7% | +0.8% |
| 7D | +13.6% | -10.0% | +23.6% | +14.7% |
| 30D | +2.5% | -37.2% | +39.7% | +8.1% |
| 3M | +4.4% | -30.1% | +34.4% | +8.2% |
| 6M | -5.2% | -31.9% | +26.7% | -2.1% |
| YTD | +2.1% | +23.2% | -21.0% | -1.9% |
| 1Y | +24.7% | +26.4% | -1.7% | +19.3% |
| 3Y | +211.3% | +186.2% | +25.1% | +168.1% |
| 5Y | +186.7% | +187.0% | -0.4% | +143.2% |
| All | +301.2% | +448.7% | -147.6% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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