-41.7%
PDD vs MOS
-8.6%
-33.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.9% | -3.1% |
| 7D | -1.4% | +19.7% | -21.1% | -2.4% |
| 30D | -1.0% | +21.5% | -22.5% | -2.1% |
| 3M | -12.3% | -0.4% | -11.8% | -12.9% |
| 6M | -18.5% | +4.5% | -23.0% | -19.4% |
| YTD | -29.0% | -2.9% | -26.1% | -29.2% |
| All | -41.7% | -8.6% | -33.1% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling