+326.3%
GDX vs MTSI
+465.0%
-138.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.3% | +0.5% |
| 7D | -6.8% | +10.0% | -16.8% | -8.0% |
| 30D | -2.1% | -20.3% | +18.2% | +0.1% |
| 3M | -7.5% | -24.4% | +16.9% | -5.2% |
| 6M | -15.2% | -39.2% | +24.0% | -11.1% |
| YTD | -4.8% | +35.5% | -40.3% | -9.8% |
| 1Y | +6.7% | +43.0% | -36.3% | +0.5% |
| 3Y | +212.7% | +196.3% | +16.5% | +167.5% |
| 5Y | +151.7% | +210.0% | -58.4% | +111.0% |
| All | +326.3% | +465.0% | -138.8% | +222.5% |
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