+26.9%
MSFU vs BIDU
-32.1%
+59.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.6% | -1.1% |
| 7D | -3.2% | -2.4% | -0.7% | -2.8% |
| 30D | -3.1% | -15.6% | +12.5% | -0.4% |
| 3M | +35.3% | -22.3% | +57.6% | +40.8% |
| 6M | +31.6% | -22.3% | +53.8% | +36.0% |
| YTD | -9.5% | -29.2% | +19.6% | -5.8% |
| 1Y | -18.4% | -14.8% | -3.6% | -18.1% |
| 3Y | +26.9% | -31.8% | +58.7% | +29.8% |
| All | +26.9% | -32.1% | +59.0% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling