+301.1%
GDXJ vs MOS
-25.5%
+326.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.0% |
| 7D | +0.2% | +9.5% | -9.4% | -3.0% |
| 30D | +17.9% | +10.4% | +7.4% | +13.7% |
| 3M | +15.3% | +12.9% | +2.4% | +10.0% |
| 6M | -9.4% | +1.2% | -10.7% | -11.2% |
| YTD | +13.4% | +9.3% | +4.1% | +9.4% |
| 1Y | +59.7% | -18.0% | +77.6% | +66.1% |
| All | +301.1% | -25.5% | +326.6% | +308.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling