+214.8%
MAS vs BIDU
-52.8%
+267.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | +3.6% | +3.6% | 0.0% | +3.1% |
| 30D | +23.8% | -6.6% | +30.4% | +25.0% |
| 3M | +14.4% | -27.2% | +41.6% | +19.6% |
| 6M | +19.7% | -43.5% | +63.2% | +29.3% |
| YTD | +36.0% | -39.0% | +74.9% | +44.2% |
| 1Y | +40.4% | -39.8% | +80.1% | +48.7% |
| 3Y | +58.9% | -24.8% | +83.7% | +57.8% |
| 5Y | +44.5% | -50.7% | +95.2% | +47.3% |
| 10Y | +214.8% | -51.2% | +266.0% | +161.0% |
| All | +214.8% | -52.8% | +267.6% | +161.0% |
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