-19.6%
PDD vs MSTZ
-99.2%
+79.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.1% | +2.1% |
| 7D | -4.9% | +30.8% | -35.7% | -3.5% |
| 30D | -3.0% | +41.2% | -44.2% | -0.9% |
| 3M | -6.2% | -60.9% | +54.7% | -8.9% |
| 6M | -20.7% | -15.7% | -5.0% | -18.3% |
| YTD | -30.4% | -75.2% | +44.9% | -30.5% |
| 1Y | -41.3% | -59.8% | +18.5% | -39.4% |
| All | -19.6% | -99.2% | +79.5% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling