-21.1%
PDD vs MSTU
-91.8%
+70.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.9% | +11.0% | -1.2% |
| 7D | -7.6% | -23.0% | +15.3% | -6.5% |
| 30D | -5.4% | -47.7% | +42.3% | -2.9% |
| 3M | -12.9% | +12.5% | -25.4% | -15.4% |
| 6M | -19.0% | -76.1% | +57.1% | -15.7% |
| YTD | -31.6% | -75.5% | +43.9% | -30.8% |
| 1Y | -43.0% | -90.1% | +47.1% | -39.7% |
| All | -21.1% | -91.8% | +70.7% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling