+194.2%
GDX vs MTSI
+208.2%
-14.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.0% | -4.6% | +2.7% |
| 7D | +15.6% | +3.5% | +12.0% | +14.0% |
| 30D | +2.4% | -30.3% | +32.8% | +8.8% |
| 3M | +1.7% | -26.0% | +27.7% | +6.1% |
| 6M | -3.3% | -36.1% | +32.8% | +2.8% |
| YTD | +6.6% | +34.3% | -27.6% | -2.2% |
| 1Y | +27.0% | +35.3% | -8.3% | +16.2% |
| 3Y | +243.4% | +217.6% | +25.7% | +161.1% |
| 5Y | +194.2% | +210.1% | -15.9% | +107.5% |
| All | +194.2% | +208.2% | -14.0% | +107.5% |
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