+228.5%
GDXJ vs MOS
+6.2%
+222.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.5% |
| 7D | +16.4% | +19.7% | -3.3% | +11.5% |
| 30D | -1.2% | +21.5% | -22.7% | -5.7% |
| 3M | -3.9% | -0.4% | -3.5% | -4.1% |
| 6M | -10.2% | +4.5% | -14.7% | -11.5% |
| YTD | -0.6% | -2.9% | +2.3% | -0.6% |
| 1Y | +24.3% | -7.7% | +32.0% | +25.5% |
| 3Y | +257.4% | -25.6% | +283.1% | +270.2% |
| 5Y | +166.5% | -31.2% | +197.6% | +177.6% |
| 10Y | +228.5% | +2.8% | +225.7% | +184.4% |
| All | +228.5% | +6.2% | +222.4% | +184.4% |
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