+728.1%
MSI vs BIDU
+1,083.9%
-355.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +3.2% | -4.6% | +7.8% | +4.0% |
| 30D | +17.6% | -4.5% | +22.1% | +18.4% |
| 3M | +14.5% | -25.4% | +39.9% | +19.6% |
| 6M | +34.3% | -48.1% | +82.3% | +48.1% |
| YTD | +39.7% | -40.2% | +79.9% | +49.2% |
| 1Y | +40.2% | -35.2% | +75.4% | +47.3% |
| 3Y | +77.1% | -27.1% | +104.3% | +76.0% |
| 5Y | +124.0% | -54.2% | +178.2% | +127.5% |
| 10Y | +665.5% | -52.0% | +717.5% | +608.6% |
| All | +728.1% | +1,083.9% | -355.9% | +315.4% |
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