-87.5%
MSTU vs BIDU
+7.6%
-95.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.9% | -4.9% |
| 7D | +12.9% | -2.4% | +15.4% | +15.6% |
| 30D | +68.3% | -16.0% | +84.3% | +96.5% |
| 3M | +0.4% | -24.0% | +24.4% | +27.5% |
| 6M | -41.5% | -24.9% | -16.7% | -26.3% |
| YTD | -61.7% | -29.6% | -32.1% | -48.9% |
| 1Y | -93.7% | -15.2% | -78.5% | -92.8% |
| All | -87.5% | +7.6% | -95.1% | -88.9% |
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