+19.9%
MA vs BIDU
-38.7%
+58.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.4% |
| 7D | +1.8% | +3.6% | -1.8% | +1.9% |
| 30D | +11.8% | -6.6% | +18.4% | +11.5% |
| 3M | +17.2% | -27.2% | +44.4% | +15.6% |
| 6M | +33.4% | -43.5% | +76.9% | +30.0% |
| YTD | +16.1% | -39.0% | +55.1% | +13.0% |
| 1Y | +19.9% | -39.8% | +59.7% | +16.5% |
| All | +19.9% | -38.7% | +58.6% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling