+593.1%
MA vs BIDU
-51.3%
+644.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | +1.3% | -4.6% | +5.9% | +2.1% |
| 30D | +9.6% | -4.5% | +14.2% | +10.4% |
| 3M | +16.8% | -25.4% | +42.1% | +22.2% |
| 6M | +35.2% | -48.1% | +83.3% | +49.9% |
| YTD | +16.6% | -40.2% | +56.8% | +24.5% |
| 1Y | +19.8% | -35.2% | +55.0% | +25.7% |
| 3Y | +70.7% | -27.1% | +97.8% | +68.6% |
| 5Y | +87.4% | -54.2% | +141.6% | +93.4% |
| All | +593.1% | -51.3% | +644.4% | +488.5% |
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