+627.7%
MSI vs BIDU
+1,407.1%
-779.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.5% |
| 7D | -3.7% | +2.4% | -6.1% | -4.1% |
| 30D | +6.8% | -10.5% | +17.3% | +8.4% |
| 3M | +14.3% | -26.2% | +40.5% | +19.4% |
| 6M | -1.6% | -16.4% | +14.8% | +0.3% |
| YTD | +22.8% | -23.9% | +46.7% | +26.3% |
| 1Y | -1.1% | +1.3% | -2.4% | -4.0% |
| 3Y | +70.5% | -32.1% | +102.6% | +72.3% |
| 5Y | +102.8% | -39.0% | +141.8% | +96.0% |
| 10Y | +597.4% | -44.0% | +641.5% | +532.0% |
| All | +627.7% | +1,407.1% | -779.4% | +251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling