+123.6%
GDXJ vs MOS
-33.6%
+157.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -8.1% | -2.0% | -6.1% | -7.5% |
| 30D | -5.5% | +15.3% | -20.8% | -10.0% |
| 3M | -14.6% | +1.5% | -16.1% | -15.3% |
| 6M | -23.2% | -2.0% | -21.2% | -23.3% |
| YTD | -13.0% | -6.5% | -6.4% | -12.0% |
| 1Y | +2.8% | -11.1% | +13.8% | +5.1% |
| 3Y | +221.5% | -30.3% | +251.7% | +241.5% |
| All | +123.6% | -33.6% | +157.3% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling