+215.4%
GDXJ vs MOS
+8.2%
+207.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | +0.2% | +9.5% | -9.4% | -1.9% |
| 30D | +17.9% | +10.4% | +7.4% | +15.1% |
| 3M | +15.3% | +12.9% | +2.4% | +11.9% |
| 6M | -9.4% | +1.2% | -10.7% | -10.4% |
| YTD | +13.4% | +9.3% | +4.1% | +10.6% |
| 1Y | +59.7% | -18.0% | +77.6% | +64.8% |
| 3Y | +283.6% | -29.0% | +312.6% | +299.5% |
| 5Y | +217.6% | -9.6% | +227.2% | +213.3% |
| All | +215.4% | +8.2% | +207.2% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling