-13.6%
MSFU vs BIDU
-40.0%
+26.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | -4.9% | -2.3% | -2.6% | -4.4% |
| 30D | -9.1% | -7.3% | -1.8% | -7.6% |
| 3M | +8.7% | -26.0% | +34.6% | +14.7% |
| 6M | +48.3% | -44.5% | +92.8% | +60.9% |
| YTD | -1.6% | -40.6% | +39.0% | +3.7% |
| 1Y | -13.6% | -39.8% | +26.2% | -9.4% |
| All | -13.6% | -40.0% | +26.4% | -9.4% |
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 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