+251.1%
GDXJ vs MSFU
+88.0%
+163.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -8.1% | -2.8% | -5.3% | -7.6% |
| 30D | -5.5% | -5.3% | -0.2% | -4.6% |
| 3M | -14.6% | +7.2% | -21.8% | -15.8% |
| 6M | -23.2% | +51.0% | -74.2% | -30.0% |
| YTD | -13.0% | -1.2% | -11.7% | -14.9% |
| 1Y | +2.8% | -10.3% | +13.1% | +2.2% |
| 3Y | +221.5% | +22.2% | +199.3% | +185.7% |
| All | +251.1% | +88.0% | +163.1% | +172.2% |
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