+7.6%
MOS vs BIDU
-52.2%
+59.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.6% |
| 7D | +21.6% | +7.2% | +14.4% | +19.8% |
| 30D | +12.0% | -4.0% | +16.0% | +13.0% |
| 3M | -3.9% | -25.1% | +21.2% | +2.3% |
| 6M | -3.3% | -41.8% | +38.4% | +8.3% |
| YTD | -4.6% | -37.3% | +32.7% | +4.1% |
| 1Y | -7.0% | -35.6% | +28.6% | +0.5% |
| 3Y | -24.4% | -24.5% | 0.0% | -24.4% |
| 5Y | -32.1% | -48.3% | +16.1% | -31.5% |
| All | +7.6% | -52.2% | +59.9% | -10.5% |
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