+207.7%
PDD vs MOS
-14.0%
+221.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +17.4% | -14.9% | -0.8% |
| 7D | +6.0% | +17.9% | -11.9% | +2.6% |
| 30D | +5.5% | +1.6% | +3.9% | +4.8% |
| 3M | -9.8% | -4.0% | -5.8% | -9.6% |
| 6M | -16.0% | -4.1% | -11.9% | -16.4% |
| YTD | -27.6% | -7.8% | -19.7% | -28.0% |
| 1Y | -38.6% | -15.6% | -23.0% | -38.1% |
| 3Y | -22.8% | -28.9% | +6.0% | -21.2% |
| 5Y | -5.2% | -36.8% | +31.6% | -4.5% |
| All | +207.7% | -14.0% | +221.7% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling