+25.2%
MSFU vs BIDU
-23.6%
+48.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.0% |
| 7D | +4.0% | +3.6% | +0.5% | +3.4% |
| 30D | -2.3% | -6.6% | +4.3% | -1.0% |
| 3M | +7.1% | -27.2% | +34.3% | +13.1% |
| 6M | +48.9% | -43.5% | +92.4% | +63.1% |
| YTD | +2.4% | -39.0% | +41.4% | +9.6% |
| 1Y | -8.1% | -39.8% | +31.7% | -1.6% |
| 3Y | +25.2% | -24.8% | +49.9% | +20.9% |
| All | +25.2% | -23.6% | +48.8% | +20.9% |
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