+357.5%
GDXJ vs MSFU
+76.3%
+281.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -1.8% |
| 7D | +0.2% | -5.7% | +5.9% | +1.2% |
| 30D | +17.9% | +4.2% | +13.7% | +16.8% |
| 3M | +15.3% | +27.9% | -12.6% | +9.0% |
| 6M | -9.4% | +37.1% | -46.6% | -16.3% |
| YTD | +13.4% | -7.4% | +20.8% | +12.3% |
| 1Y | +59.7% | -19.6% | +79.3% | +61.9% |
| 3Y | +283.6% | +33.2% | +250.4% | +230.7% |
| All | +357.5% | +76.3% | +281.2% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling