+180.6%
GDX vs MTSI
+153.3%
+27.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -18.4% | +19.7% | +4.8% |
| 7D | +5.4% | -24.6% | +30.0% | +10.6% |
| 30D | -2.8% | -45.7% | +42.9% | +8.4% |
| 3M | +2.5% | -27.7% | +30.2% | +7.1% |
| 6M | -0.1% | -37.3% | +37.2% | +6.5% |
| YTD | 0.0% | +11.1% | -11.2% | -4.9% |
| 1Y | +22.2% | +27.2% | -5.0% | +13.4% |
| 3Y | +201.4% | +153.7% | +47.7% | +139.3% |
| 5Y | +180.6% | +159.0% | +21.6% | +105.5% |
| All | +180.6% | +153.3% | +27.3% | +105.5% |
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 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