+21.2%
GDX vs MTSI
+32.8%
-11.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.0% | -4.6% | +2.5% |
| 7D | +15.6% | +3.5% | +12.0% | +13.7% |
| 30D | +2.4% | -30.3% | +32.8% | +10.2% |
| 3M | +1.7% | -26.0% | +27.7% | +7.2% |
| 6M | -3.3% | -36.1% | +32.8% | +4.8% |
| YTD | +6.6% | +34.3% | -27.6% | -8.4% |
| All | +21.2% | +32.8% | -11.5% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling