+537.0%
MS vs BIDU
-51.7%
+588.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | +3.7% | -2.3% | +6.0% | +4.2% |
| 30D | +2.0% | -7.3% | +9.3% | +3.6% |
| 3M | -12.6% | -26.0% | +13.4% | -7.2% |
| 6M | -0.3% | -44.5% | +44.3% | +11.8% |
| YTD | +9.0% | -40.6% | +49.6% | +19.3% |
| 1Y | +13.9% | -39.8% | +53.6% | +23.9% |
| 3Y | +173.6% | -26.7% | +200.3% | +174.2% |
| 5Y | +122.0% | -54.5% | +176.5% | +133.1% |
| All | +537.0% | -51.7% | +588.7% | +472.1% |
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 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