-19.6%
PDD vs MSTU
-90.6%
+71.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -3.8% | -27.7% | +23.9% | -2.4% |
| 30D | -2.4% | -40.3% | +37.9% | -0.4% |
| 3M | -12.7% | +26.4% | -39.1% | -15.7% |
| 6M | -20.0% | -75.7% | +55.7% | -16.7% |
| YTD | -30.3% | -71.9% | +41.5% | -30.0% |
| 1Y | -42.4% | -89.3% | +46.9% | -39.2% |
| All | -19.6% | -90.6% | +71.0% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling