+2,625.3%
MSFT vs BIDU
+1,108.5%
+1,516.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -6.2% | -0.8% | -5.4% | -6.1% |
| 30D | -3.7% | -5.4% | +1.7% | -2.7% |
| 3M | +3.6% | -24.7% | +28.3% | +8.7% |
| 6M | +26.8% | -45.3% | +72.1% | +40.2% |
| YTD | +8.4% | -39.0% | +47.4% | +16.5% |
| 1Y | +3.3% | -39.6% | +42.8% | +10.9% |
| 3Y | +44.3% | -24.7% | +69.0% | +43.8% |
| 5Y | +63.3% | -52.3% | +115.7% | +68.2% |
| 10Y | +894.4% | -51.1% | +945.4% | +858.2% |
| All | +2,625.3% | +1,108.5% | +1,516.8% | +1,562.8% |
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