+215.9%
MAS vs BIDU
-52.2%
+268.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.4% |
| 7D | +2.0% | +7.2% | -5.2% | +0.9% |
| 30D | +19.4% | -4.0% | +23.4% | +20.1% |
| 3M | +9.4% | -25.1% | +34.5% | +13.9% |
| 6M | +15.3% | -41.8% | +57.1% | +24.0% |
| YTD | +31.3% | -37.3% | +68.7% | +38.7% |
| 1Y | +34.9% | -35.6% | +70.4% | +41.4% |
| 3Y | +58.6% | -24.5% | +83.1% | +57.4% |
| 5Y | +40.7% | -48.3% | +89.0% | +42.3% |
| All | +215.9% | -52.2% | +268.1% | +170.7% |
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