+173.7%
GDXJ vs MSTZ
-99.1%
+272.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.6% | -10.6% | -3.5% |
| 7D | -6.2% | +24.8% | -31.0% | -4.6% |
| 30D | +4.6% | -59.2% | +63.9% | -0.1% |
| 3M | +31.3% | -56.9% | +88.1% | +28.1% |
| 6M | -10.7% | -57.6% | +46.9% | -11.0% |
| YTD | +9.1% | -73.6% | +82.7% | +8.3% |
| 1Y | +44.1% | -15.6% | +59.7% | +50.3% |
| All | +173.7% | -99.1% | +272.8% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling