+3.8%
MSCI vs BIDU
-48.7%
+52.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.7% |
| 7D | +2.8% | +7.2% | -4.3% | +1.7% |
| 30D | +15.4% | -4.0% | +19.4% | +16.1% |
| 3M | +13.4% | -25.1% | +38.5% | +18.3% |
| 6M | +10.9% | -41.8% | +52.7% | +19.9% |
| YTD | +13.0% | -37.3% | +50.3% | +19.5% |
| 1Y | +12.0% | -35.6% | +47.6% | +17.6% |
| 3Y | +34.1% | -24.5% | +58.6% | +31.6% |
| All | +3.8% | -48.7% | +52.5% | +9.3% |
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