-0.8%
MSFT vs BIDU
-18.3%
+17.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.3% |
| 7D | -3.5% | -5.2% | +1.8% | -3.0% |
| 30D | -2.1% | -14.5% | +12.4% | -0.8% |
| 3M | +24.2% | -22.9% | +47.1% | +26.6% |
| 6M | +21.9% | -27.8% | +49.7% | +23.8% |
| YTD | +2.5% | -30.7% | +33.1% | +4.1% |
| 1Y | -0.8% | -15.8% | +15.0% | +0.4% |
| All | -0.8% | -18.3% | +17.5% | +0.4% |
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