+9.0%
MSFT vs BIDU
-34.6%
+43.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.5% | +2.2% | +6.2% |
| 7D | +4.7% | +1.2% | +3.5% | +4.5% |
| 30D | +5.8% | -7.5% | +13.4% | +6.6% |
| 3M | +13.0% | -28.6% | +41.6% | +16.3% |
| 6M | +34.9% | -36.9% | +71.8% | +39.1% |
| YTD | +15.7% | -38.4% | +54.1% | +18.2% |
| 1Y | +9.0% | -35.7% | +44.6% | +10.7% |
| All | +9.0% | -34.6% | +43.6% | +10.7% |
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