+157.0%
MKSI vs BIDU
+1.5%
+155.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +2.5% |
| 7D | +1.8% | +2.4% | -0.6% | +0.7% |
| 30D | -16.8% | -10.5% | -6.3% | -12.8% |
| 3M | -21.1% | -26.2% | +5.1% | -10.4% |
| 6M | +10.8% | -16.4% | +27.2% | +18.2% |
| YTD | +63.3% | -23.9% | +87.2% | +80.3% |
| 1Y | +157.0% | +1.3% | +155.7% | +184.2% |
| All | +157.0% | +1.5% | +155.5% | +184.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling