+344.7%
GDXJ vs MSFU
+73.2%
+271.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.9% |
| 7D | -2.8% | -1.8% | -1.0% | -2.5% |
| 30D | +5.0% | +0.5% | +4.5% | +4.7% |
| 3M | +24.1% | +51.9% | -27.8% | +13.3% |
| 6M | -7.4% | +35.0% | -42.3% | -14.1% |
| YTD | +10.2% | -9.0% | +19.3% | +9.5% |
| 1Y | +42.5% | -18.8% | +61.3% | +44.3% |
| 3Y | +285.7% | +25.5% | +260.2% | +237.7% |
| All | +344.7% | +73.2% | +271.5% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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