+15.9%
MS vs BIDU
-37.7%
+53.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +0.7% | +5.4% | -4.6% | -0.1% |
| 30D | -0.9% | -5.0% | +4.1% | -0.3% |
| 3M | -13.0% | -26.1% | +13.2% | -9.5% |
| 6M | -2.0% | -42.6% | +40.6% | +5.8% |
| YTD | +7.8% | -38.0% | +45.8% | +13.4% |
| All | +15.9% | -37.7% | +53.6% | +22.1% |
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