+681.5%
MS vs BIDU
+1,407.1%
-725.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -1.0% |
| 7D | +1.4% | +2.4% | -1.0% | +0.6% |
| 30D | -0.3% | -10.5% | +10.2% | +2.7% |
| 3M | +0.3% | -26.2% | +26.5% | +8.8% |
| 6M | +31.3% | -16.4% | +47.7% | +36.0% |
| YTD | +24.7% | -23.9% | +48.5% | +31.7% |
| 1Y | +47.9% | +1.3% | +46.6% | +40.8% |
| 3Y | +178.3% | -32.1% | +210.4% | +186.1% |
| 5Y | +144.9% | -39.0% | +183.9% | +132.9% |
| 10Y | +804.5% | -44.0% | +848.6% | +680.6% |
| All | +681.5% | +1,407.1% | -725.6% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling