+35.3%
MAS vs BIDU
-40.6%
+75.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.3% |
| 7D | -0.8% | +2.4% | -3.2% | -1.0% |
| 30D | -5.6% | -10.5% | +4.9% | -4.4% |
| 3M | +4.4% | -26.2% | +30.7% | +8.0% |
| 6M | +7.2% | -16.4% | +23.6% | +8.7% |
| YTD | +16.1% | -23.9% | +40.0% | +18.6% |
| 1Y | +0.1% | +1.3% | -1.2% | -2.4% |
| 3Y | +28.3% | -32.1% | +60.4% | +29.4% |
| All | +35.3% | -40.6% | +75.9% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling