+45.4%
MSFT vs BIDU
-25.9%
+71.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -6.2% | -0.8% | -5.4% | -6.2% |
| 30D | -3.7% | -5.4% | +1.7% | -3.2% |
| 3M | +3.6% | -24.7% | +28.3% | +6.2% |
| 6M | +26.8% | -45.3% | +72.1% | +33.0% |
| YTD | +8.4% | -39.0% | +47.4% | +12.1% |
| 1Y | +3.3% | -39.6% | +42.8% | +6.8% |
| All | +45.4% | -25.9% | +71.3% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling