+176.6%
GDXJ vs MSTZ
-99.1%
+275.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.8% | +0.8% |
| 7D | -2.8% | +17.0% | -19.9% | -1.6% |
| 30D | +5.0% | -61.8% | +66.7% | -0.3% |
| 3M | +24.1% | -54.6% | +78.7% | +21.3% |
| 6M | -7.4% | -59.3% | +51.9% | -7.9% |
| YTD | +10.2% | -74.6% | +84.8% | +9.2% |
| 1Y | +42.5% | -18.8% | +61.3% | +48.2% |
| All | +176.6% | -99.1% | +275.7% | +183.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling