+513.2%
MA vs BIDU
-50.6%
+563.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -3.5% | -2.4% | -1.1% | -3.2% |
| 30D | +0.8% | -16.0% | +16.7% | +3.5% |
| 3M | +14.8% | -24.0% | +38.8% | +19.7% |
| 6M | +10.0% | -24.9% | +34.8% | +13.9% |
| YTD | -0.1% | -29.6% | +29.5% | +4.0% |
| 1Y | -2.2% | -15.2% | +12.9% | -2.7% |
| 3Y | +39.3% | -32.2% | +71.4% | +40.7% |
| 5Y | +66.3% | -43.8% | +110.1% | +64.7% |
| 10Y | +513.2% | -49.5% | +562.7% | +424.1% |
| All | +513.2% | -50.6% | +563.9% | +424.1% |
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