+16.1%
PDD vs MSFU
+95.0%
-79.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +3.0% | -0.6% |
| 7D | -1.0% | +4.0% | -5.0% | -1.9% |
| 30D | -2.4% | -2.3% | -0.1% | -2.4% |
| 3M | -14.6% | +7.1% | -21.7% | -16.3% |
| 6M | -19.6% | +48.9% | -68.5% | -27.1% |
| YTD | -30.0% | +2.4% | -32.4% | -32.3% |
| 1Y | -42.5% | -8.1% | -34.4% | -43.0% |
| 3Y | -27.2% | +25.2% | -52.4% | -36.6% |
| All | +16.1% | +95.0% | -79.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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