-38.6%
PDD vs MSTU
-88.0%
+49.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.3% | -7.9% | +2.1% |
| 7D | +6.0% | -4.8% | +10.9% | +6.2% |
| 30D | +5.5% | -29.6% | +35.0% | +6.6% |
| 3M | -9.8% | +69.4% | -79.1% | -13.3% |
| 6M | -16.0% | -62.2% | +46.3% | -14.9% |
| YTD | -27.6% | -61.1% | +33.5% | -30.0% |
| 1Y | -38.6% | -87.2% | +48.5% | -40.6% |
| All | -38.6% | -88.0% | +49.4% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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