+126.0%
GDX vs MTSI
+1,308.1%
-1,182.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.6% |
| 7D | -0.4% | +1.4% | -1.8% | -0.6% |
| 30D | +18.6% | +2.1% | +16.5% | +18.0% |
| 3M | +14.9% | -29.7% | +44.6% | +18.9% |
| 6M | -6.3% | +12.5% | -18.8% | -8.2% |
| YTD | +15.7% | +57.0% | -41.3% | +9.2% |
| 1Y | +54.8% | +103.9% | -49.1% | +42.1% |
| 3Y | +253.4% | +223.6% | +29.9% | +205.4% |
| 5Y | +219.7% | +321.6% | -101.9% | +166.4% |
| 10Y | +300.2% | +517.7% | -217.5% | +204.9% |
| All | +126.0% | +1,308.1% | -1,182.1% | +49.5% |
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