+568.4%
MA vs BIDU
-52.8%
+621.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +1.8% | +3.6% | -1.8% | +1.2% |
| 30D | +11.8% | -6.6% | +18.4% | +13.1% |
| 3M | +17.2% | -27.2% | +44.4% | +23.1% |
| 6M | +33.4% | -43.5% | +76.9% | +45.6% |
| YTD | +16.1% | -39.0% | +55.1% | +23.7% |
| 1Y | +19.9% | -39.8% | +59.7% | +27.6% |
| 3Y | +70.1% | -24.8% | +94.8% | +67.0% |
| 5Y | +89.6% | -50.7% | +140.3% | +92.3% |
| 10Y | +568.4% | -51.2% | +619.7% | +464.0% |
| All | +568.4% | -52.8% | +621.2% | +464.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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