+312.5%
MAS vs BIDU
+1,407.1%
-1,094.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.0% |
| 7D | -0.8% | +2.4% | -3.2% | -1.2% |
| 30D | -5.6% | -10.5% | +4.9% | -3.7% |
| 3M | +4.4% | -26.2% | +30.7% | +10.3% |
| 6M | +7.2% | -16.4% | +23.6% | +9.7% |
| YTD | +16.1% | -23.9% | +40.0% | +20.4% |
| 1Y | +0.1% | +1.3% | -1.2% | -3.5% |
| 3Y | +28.3% | -32.1% | +60.4% | +30.7% |
| 5Y | +30.5% | -39.0% | +69.4% | +26.6% |
| 10Y | +139.1% | -44.0% | +183.2% | +115.8% |
| All | +312.5% | +1,407.1% | -1,094.6% | +95.7% |
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 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