-16.3%
PDD vs MSTZ
-99.3%
+83.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.8% |
| 7D | -4.1% | -29.7% | +25.7% | -5.4% |
| 30D | -9.6% | -65.3% | +55.7% | -13.7% |
| 3M | -4.3% | -57.3% | +53.1% | -6.3% |
| 6M | -18.8% | -61.6% | +42.9% | -19.9% |
| YTD | -27.5% | -78.3% | +50.8% | -29.0% |
| 1Y | -33.6% | -30.2% | -3.4% | -29.5% |
| All | -16.3% | -99.3% | +83.0% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling