+176.6%
GDXJ vs MSTU
-87.7%
+264.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.8% |
| 7D | -2.8% | -16.6% | +13.8% | -1.5% |
| 30D | +5.0% | +69.7% | -64.8% | 0.0% |
| 3M | +24.1% | -7.5% | +31.6% | +22.0% |
| 6M | -7.4% | -43.1% | +35.8% | -6.9% |
| YTD | +10.2% | -63.0% | +73.3% | +10.8% |
| 1Y | +42.5% | -93.8% | +136.3% | +51.4% |
| All | +176.6% | -87.7% | +264.2% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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