+160.4%
MS vs BIDU
-25.8%
+186.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.6% | -1.0% |
| 7D | -1.6% | +7.2% | -8.7% | -2.5% |
| 30D | -3.8% | -4.0% | +0.2% | -3.3% |
| 3M | -14.6% | -25.1% | +10.5% | -11.5% |
| 6M | -5.1% | -41.8% | +36.7% | +1.6% |
| YTD | +4.5% | -37.3% | +41.9% | +10.0% |
| 1Y | +13.5% | -35.6% | +49.1% | +18.8% |
| 3Y | +160.4% | -24.5% | +184.9% | +157.5% |
| All | +160.4% | -25.8% | +186.2% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling