-10.1%
MSCI vs BIDU
-42.3%
+32.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | -1.1% | -2.4% | +1.4% | -0.7% |
| 30D | -1.2% | -16.0% | +14.8% | +1.3% |
| 3M | -8.4% | -24.0% | +15.6% | -4.8% |
| 6M | -1.0% | -24.9% | +23.8% | +2.4% |
| YTD | -2.3% | -29.6% | +27.3% | +1.6% |
| 1Y | -1.2% | -15.2% | +14.0% | -1.7% |
| 3Y | +7.9% | -32.2% | +40.1% | +9.5% |
| 5Y | -10.1% | -43.8% | +33.7% | -9.1% |
| All | -10.1% | -42.3% | +32.2% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling