+216.5%
GDXJ vs MTSI
+448.7%
-232.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.8% | -8.0% | +1.0% |
| 7D | +13.4% | -10.0% | +23.4% | +14.8% |
| 30D | -1.3% | -37.2% | +35.9% | +6.1% |
| 3M | -1.5% | -30.1% | +28.5% | +3.4% |
| 6M | -12.2% | -31.9% | +19.7% | -8.2% |
| YTD | -5.3% | +23.2% | -28.5% | -10.6% |
| 1Y | +22.0% | +26.4% | -4.4% | +14.7% |
| 3Y | +224.9% | +186.2% | +38.8% | +163.4% |
| 5Y | +160.6% | +187.0% | -26.4% | +107.2% |
| All | +216.5% | +448.7% | -232.2% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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