+57.3%
GDXJ vs MOS
-40.0%
+97.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.4% |
| 7D | +16.4% | +19.7% | -3.3% | +10.5% |
| 30D | -1.2% | +21.5% | -22.7% | -6.7% |
| 3M | -3.9% | -0.4% | -3.5% | -4.1% |
| 6M | -10.2% | +4.5% | -14.7% | -11.8% |
| YTD | -0.6% | -2.9% | +2.3% | -0.8% |
| 1Y | +24.3% | -7.7% | +32.0% | +25.6% |
| 3Y | +257.4% | -25.6% | +283.1% | +273.5% |
| 5Y | +166.5% | -31.2% | +197.6% | +174.1% |
| 10Y | +228.5% | +2.8% | +225.7% | +158.1% |
| All | +57.3% | -40.0% | +97.3% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling