+7.0%
BIDU vs MSTZ
-99.1%
+106.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.6% | -8.2% | -1.1% |
| 7D | -5.2% | +24.8% | -30.0% | -3.6% |
| 30D | -14.5% | -59.2% | +44.7% | -18.4% |
| 3M | -22.9% | -56.9% | +34.0% | -25.0% |
| 6M | -27.8% | -57.6% | +29.8% | -28.5% |
| YTD | -30.7% | -73.6% | +42.9% | -31.3% |
| 1Y | -15.8% | -15.6% | -0.2% | -8.9% |
| All | +7.0% | -99.1% | +106.1% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling