-87.2%
MSTU vs BIDU
-34.6%
-52.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.5% | +5.8% | +5.6% |
| 7D | -4.8% | +1.2% | -6.0% | -5.4% |
| 30D | -29.6% | -7.5% | -22.0% | -22.4% |
| 3M | +69.4% | -28.6% | +97.9% | +138.7% |
| 6M | -62.2% | -36.9% | -25.3% | -43.0% |
| YTD | -61.1% | -38.4% | -22.6% | -39.7% |
| 1Y | -87.2% | -35.7% | -51.5% | -80.8% |
| All | -87.2% | -34.6% | -52.5% | -80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling