-33.6%
PDD vs MSTZ
-29.5%
-4.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.8% |
| 7D | -4.1% | -29.7% | +25.7% | -5.1% |
| 30D | -9.6% | -65.3% | +55.7% | -13.3% |
| 3M | -4.3% | -57.3% | +53.1% | -6.1% |
| 6M | -18.8% | -61.6% | +42.9% | -20.0% |
| YTD | -27.5% | -78.3% | +50.8% | -29.6% |
| 1Y | -33.6% | -30.2% | -3.4% | -29.4% |
| All | -33.6% | -29.5% | -4.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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