+8.5%
MOS vs BIDU
-47.5%
+55.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.5% |
| 7D | +9.5% | +2.4% | +7.1% | +8.9% |
| 30D | +10.4% | -10.5% | +20.9% | +12.9% |
| 3M | +12.9% | -26.2% | +39.1% | +20.2% |
| 6M | +1.2% | -16.4% | +17.6% | +4.1% |
| YTD | +9.3% | -23.9% | +33.2% | +14.3% |
| 1Y | -18.0% | +1.3% | -19.3% | -20.8% |
| 3Y | -29.0% | -32.1% | +3.1% | -26.9% |
| 5Y | -9.6% | -39.0% | +29.4% | -11.9% |
| All | +8.5% | -47.5% | +55.9% | -10.2% |
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