+77.1%
MSI vs BIDU
-27.4%
+104.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +3.2% | -4.6% | +7.8% | +3.3% |
| 30D | +17.6% | -4.5% | +22.1% | +17.7% |
| 3M | +14.5% | -25.4% | +39.9% | +15.0% |
| 6M | +34.3% | -48.1% | +82.3% | +35.6% |
| YTD | +39.7% | -40.2% | +79.9% | +40.4% |
| 1Y | +40.2% | -35.2% | +75.4% | +40.6% |
| 3Y | +77.1% | -27.1% | +104.3% | +74.6% |
| All | +77.1% | -27.4% | +104.5% | +74.6% |
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