-20.8%
PDD vs MSTU
-87.7%
+66.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.2% |
| 7D | -5.4% | -16.6% | +11.2% | -4.5% |
| 30D | -12.6% | +69.7% | -82.3% | -15.9% |
| 3M | -4.3% | -7.5% | +3.2% | -5.7% |
| 6M | -24.4% | -43.1% | +18.7% | -24.5% |
| YTD | -31.4% | -63.0% | +31.7% | -31.2% |
| 1Y | -38.1% | -93.8% | +55.7% | -32.2% |
| All | -20.8% | -87.7% | +66.9% | -34.4% |
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