+211.3%
GDX vs MTSI
+181.3%
+30.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.7% | +0.1% |
| 7D | +13.6% | -10.0% | +23.6% | +15.2% |
| 30D | +2.5% | -37.2% | +39.7% | +11.4% |
| 3M | +4.4% | -30.1% | +34.4% | +10.3% |
| 6M | -5.2% | -31.9% | +26.7% | -0.4% |
| YTD | +2.1% | +23.2% | -21.0% | -5.0% |
| 1Y | +24.7% | +26.4% | -1.7% | +15.3% |
| 3Y | +211.3% | +186.2% | +25.1% | +145.7% |
| All | +211.3% | +181.3% | +30.0% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling