-93.8%
MSTU vs BIDU
-16.8%
-77.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.8% |
| 7D | -16.6% | -8.1% | -8.5% | -9.9% |
| 30D | +69.7% | -12.8% | +82.5% | +91.9% |
| 3M | -7.5% | -21.3% | +13.8% | +13.5% |
| 6M | -43.1% | -27.0% | -16.1% | -27.7% |
| YTD | -63.0% | -30.0% | -33.0% | -51.1% |
| 1Y | -93.8% | -18.3% | -75.5% | -92.4% |
| All | -93.8% | -16.8% | -77.0% | -92.4% |
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 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