-7.0%
MOS vs BIDU
-35.7%
+28.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.3% |
| 7D | +21.6% | +7.2% | +14.4% | +20.4% |
| 30D | +12.0% | -4.0% | +16.0% | +12.3% |
| 3M | -3.9% | -25.1% | +21.2% | -0.8% |
| 6M | -3.3% | -41.8% | +38.4% | +3.6% |
| YTD | -4.6% | -37.3% | +32.7% | -0.4% |
| 1Y | -7.0% | -35.6% | +28.6% | -3.1% |
| All | -7.0% | -35.7% | +28.7% | -3.1% |
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