+95.3%
GDX vs MTSI
+896.6%
-801.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -18.4% | +19.7% | +3.5% |
| 7D | +5.4% | -24.6% | +30.0% | +8.6% |
| 30D | -2.8% | -45.7% | +42.9% | +3.8% |
| 3M | +2.5% | -27.7% | +30.2% | +5.4% |
| 6M | -0.1% | -37.3% | +37.2% | +4.0% |
| YTD | 0.0% | +11.1% | -11.2% | -2.4% |
| 1Y | +22.2% | +27.2% | -5.0% | +17.5% |
| 3Y | +201.4% | +153.7% | +47.7% | +166.9% |
| 5Y | +180.6% | +159.0% | +21.6% | +144.8% |
| 10Y | +277.2% | +405.6% | -128.4% | +194.0% |
| All | +95.3% | +896.6% | -801.3% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling