+48.9%
MSFT vs BIDU
-33.9%
+82.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | -2.7% | -16.0% | +13.3% | -1.3% |
| 3M | +22.1% | -24.0% | +46.1% | +24.8% |
| 6M | +20.6% | -24.9% | +45.4% | +22.8% |
| YTD | +2.3% | -29.6% | +31.9% | +4.4% |
| 1Y | -0.5% | -15.2% | +14.6% | -0.4% |
| All | +48.9% | -33.9% | +82.8% | +52.4% |
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 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