-14.3%
MSFU vs BIDU
-38.4%
+24.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | -12.7% | -0.8% | -11.8% | -12.5% |
| 30D | -9.0% | -5.4% | -3.6% | -8.0% |
| 3M | +2.9% | -24.7% | +27.6% | +8.2% |
| 6M | +43.5% | -45.3% | +88.8% | +55.6% |
| YTD | -2.4% | -39.0% | +36.5% | +2.2% |
| All | -14.3% | -38.4% | +24.0% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling