+228.9%
GDX vs MTSI
+320.9%
-92.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.9% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | +18.6% | +2.1% | +16.5% | +17.5% |
| 3M | +14.9% | -29.7% | +44.6% | +21.7% |
| 6M | -6.3% | +12.5% | -18.8% | -9.9% |
| YTD | +15.7% | +57.0% | -41.3% | +4.7% |
| 1Y | +54.8% | +103.9% | -49.1% | +33.6% |
| 3Y | +253.4% | +223.6% | +29.9% | +173.3% |
| All | +228.9% | +320.9% | -92.0% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling