+67.6%
MSI vs BIDU
-33.9%
+101.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -4.0% | -2.4% | -1.5% | -3.9% |
| 30D | -0.5% | -16.0% | +15.5% | -0.1% |
| 3M | +11.4% | -24.0% | +35.4% | +12.0% |
| 6M | +1.0% | -24.9% | +25.8% | +1.5% |
| YTD | +20.7% | -29.6% | +50.2% | +21.1% |
| 1Y | -2.7% | -15.2% | +12.5% | -3.0% |
| All | +67.6% | -33.9% | +101.5% | +67.8% |
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