-1.6%
MOS vs BIDU
-52.8%
+51.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +24.8% | +3.6% | +21.3% | +23.9% |
| 30D | +22.7% | -6.6% | +29.3% | +24.6% |
| 3M | -1.2% | -27.2% | +26.0% | +5.8% |
| 6M | +5.5% | -43.5% | +49.0% | +19.1% |
| YTD | -2.0% | -39.0% | +37.0% | +7.7% |
| 1Y | -7.9% | -39.8% | +31.8% | +1.1% |
| 3Y | -25.0% | -24.8% | -0.2% | -24.9% |
| 5Y | -27.7% | -50.7% | +22.9% | -26.1% |
| 10Y | -1.6% | -51.2% | +49.7% | -19.2% |
| All | -1.6% | -52.8% | +51.3% | -19.2% |
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 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