+211.0%
PDD vs MOS
-11.1%
+222.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +5.6% | +21.6% | -16.0% | +1.6% |
| 30D | +5.8% | +12.0% | -6.2% | +3.2% |
| 3M | -8.6% | -3.9% | -4.7% | -8.5% |
| 6M | -18.8% | -3.3% | -15.5% | -19.3% |
| YTD | -26.8% | -4.6% | -22.1% | -27.7% |
| 1Y | -39.3% | -7.0% | -32.3% | -39.9% |
| 3Y | -22.5% | -24.4% | +1.9% | -21.8% |
| 5Y | -0.8% | -32.1% | +31.3% | -1.4% |
| All | +211.0% | -11.1% | +222.1% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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