+55.9%
GDXJ vs MTSI
+1,308.1%
-1,252.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.0% |
| 7D | +0.2% | +1.4% | -1.2% | -0.1% |
| 30D | +17.9% | +2.1% | +15.8% | +17.0% |
| 3M | +15.3% | -29.7% | +45.0% | +20.7% |
| 6M | -9.4% | +12.5% | -22.0% | -12.0% |
| YTD | +13.4% | +57.0% | -43.6% | +4.9% |
| 1Y | +59.7% | +103.9% | -44.3% | +42.1% |
| 3Y | +283.6% | +223.6% | +60.0% | +214.7% |
| 5Y | +217.6% | +321.6% | -104.0% | +148.2% |
| 10Y | +225.7% | +517.7% | -292.0% | +126.3% |
| All | +55.9% | +1,308.1% | -1,252.2% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling