-38.6%
PDD vs MSTZ
-63.1%
+24.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.6% | +12.0% | +2.1% |
| 7D | +6.0% | +0.7% | +5.3% | +6.2% |
| 30D | +5.5% | +16.6% | -11.1% | +6.5% |
| 3M | -9.8% | -74.7% | +64.9% | -13.6% |
| 6M | -16.0% | -43.9% | +27.9% | -15.5% |
| YTD | -27.6% | -84.0% | +56.5% | -30.8% |
| 1Y | -38.6% | -65.1% | +26.5% | -41.4% |
| All | -38.6% | -63.1% | +24.5% | -41.4% |
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