+70.7%
MSFU vs BIDU
-31.3%
+102.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.3% | -2.4% | +0.1% | -1.9% |
| 30D | -6.3% | -16.0% | +9.7% | -3.1% |
| 3M | +40.0% | -24.0% | +64.0% | +47.5% |
| 6M | +30.1% | -24.9% | +55.0% | +36.4% |
| YTD | -10.3% | -29.6% | +19.2% | -5.6% |
| 1Y | -19.0% | -15.2% | -3.9% | -18.7% |
| 3Y | +25.8% | -32.2% | +58.0% | +28.7% |
| All | +70.7% | -31.3% | +102.0% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling