+375.7%
MAS vs BIDU
+1,104.2%
-728.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.3% | -3.2% |
| 7D | +4.6% | +1.1% | +3.5% | +4.4% |
| 30D | +19.9% | -8.7% | +28.6% | +22.1% |
| 3M | +8.9% | -28.5% | +37.4% | +16.2% |
| 6M | +20.2% | -37.0% | +57.2% | +30.4% |
| YTD | +33.9% | -39.2% | +73.1% | +45.2% |
| 1Y | +34.7% | -35.6% | +70.2% | +43.7% |
| 3Y | +60.4% | -27.5% | +87.9% | +60.6% |
| 5Y | +43.5% | -49.8% | +93.2% | +45.1% |
| 10Y | +226.7% | -52.6% | +279.3% | +204.1% |
| All | +375.7% | +1,104.2% | -728.6% | +135.9% |
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