-19.2%
PDD vs MSTZ
-99.3%
+80.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.6% | -9.0% | -1.0% |
| 7D | -1.0% | +21.1% | -22.1% | +0.1% |
| 30D | -2.4% | +40.1% | -42.5% | -0.3% |
| 3M | -14.6% | -66.1% | +51.5% | -17.7% |
| 6M | -19.6% | -20.7% | +1.1% | -17.4% |
| YTD | -30.0% | -78.6% | +48.6% | -30.7% |
| 1Y | -42.5% | -55.5% | +13.0% | -40.3% |
| All | -19.2% | -99.3% | +80.1% | -36.7% |
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