-18.8%
PDD vs MSTZ
-99.2%
+80.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.2% | -11.2% | -2.6% |
| 7D | -4.1% | -25.4% | +21.3% | -5.1% |
| 30D | -13.1% | -60.9% | +47.8% | -16.5% |
| 3M | -3.5% | -54.2% | +50.7% | -5.2% |
| 6M | -21.8% | -65.0% | +43.2% | -23.3% |
| YTD | -29.7% | -76.5% | +46.8% | -30.8% |
| 1Y | -36.2% | -23.4% | -12.8% | -31.9% |
| All | -18.8% | -99.2% | +80.4% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling