+191.5%
MAGS vs BIDU
-28.9%
+220.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -2.2% |
| 7D | +0.5% | +2.4% | -1.9% | 0.0% |
| 30D | +1.5% | -10.5% | +12.0% | +3.5% |
| 3M | +0.5% | -26.2% | +26.7% | +6.1% |
| 6M | +11.6% | -16.4% | +28.0% | +14.6% |
| YTD | +5.3% | -23.9% | +29.1% | +9.4% |
| 1Y | +14.9% | +1.3% | +13.6% | +11.7% |
| 3Y | +128.9% | -32.1% | +161.0% | +130.7% |
| All | +191.5% | -28.9% | +220.4% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling