+140.2%
MAS vs BIDU
-45.3%
+185.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -1.1% |
| 30D | -5.6% | -10.5% | +4.9% | -4.2% |
| 3M | +4.4% | -26.2% | +30.7% | +8.8% |
| 6M | +7.2% | -16.4% | +23.6% | +9.1% |
| YTD | +16.1% | -23.9% | +40.0% | +19.3% |
| 1Y | +0.1% | +1.3% | -1.2% | -2.7% |
| 3Y | +28.3% | -32.1% | +60.4% | +30.1% |
| 5Y | +30.5% | -39.0% | +69.4% | +28.6% |
| All | +140.2% | -45.3% | +185.4% | +105.8% |
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