-23.7%
PDD vs MOS
-8.7%
-15.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -4.1% | +9.5% | -13.6% | -5.7% |
| 30D | -9.6% | +10.4% | -20.0% | -11.3% |
| 3M | -4.3% | +12.9% | -17.2% | -6.8% |
| 6M | -18.8% | +1.2% | -20.0% | -19.8% |
| YTD | -27.5% | +9.3% | -36.8% | -29.9% |
| 1Y | -33.6% | -18.0% | -15.7% | -32.0% |
| 3Y | -20.4% | -29.0% | +8.6% | -18.4% |
| All | -23.7% | -8.7% | -15.0% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling