+59.7%
GDXJ vs MSTZ
-29.5%
+89.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.2% |
| 7D | +0.2% | -29.7% | +29.9% | -3.0% |
| 30D | +17.9% | -65.3% | +83.1% | +6.3% |
| 3M | +15.3% | -57.3% | +72.6% | +10.3% |
| 6M | -9.4% | -61.6% | +52.2% | -11.4% |
| YTD | +13.4% | -78.3% | +91.7% | +7.9% |
| 1Y | +59.7% | -30.2% | +89.9% | +61.3% |
| All | +59.7% | -29.5% | +89.1% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling