+2,513.3%
MSFT vs BIDU
+1,407.1%
+1,106.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.8% |
| 7D | -2.7% | +2.4% | -5.1% | -3.1% |
| 30D | +2.7% | -10.5% | +13.2% | +4.5% |
| 3M | +17.0% | -26.2% | +43.2% | +23.0% |
| 6M | +23.8% | -16.4% | +40.2% | +26.6% |
| YTD | +4.0% | -23.9% | +27.9% | +7.5% |
| 1Y | -0.8% | +1.3% | -2.1% | -3.6% |
| 3Y | +55.6% | -32.1% | +87.7% | +58.2% |
| 5Y | +72.9% | -39.0% | +111.9% | +69.9% |
| 10Y | +875.8% | -44.0% | +919.9% | +817.6% |
| All | +2,513.3% | +1,407.1% | +1,106.2% | +1,433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling