+4.9%
MSFT vs BIDU
-38.7%
+43.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.3% | -4.6% | +3.3% | -0.8% |
| 30D | -1.8% | -4.5% | +2.7% | -1.4% |
| 3M | +5.6% | -25.4% | +31.0% | +8.2% |
| 6M | +29.8% | -48.1% | +77.9% | +35.2% |
| YTD | +9.0% | -40.2% | +49.2% | +11.7% |
| 1Y | +4.9% | -35.2% | +40.2% | +7.0% |
| All | +4.9% | -38.7% | +43.7% | +7.0% |
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