-88.4%
MSTU vs BIDU
+5.9%
-94.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.2% | -5.4% |
| 7D | -22.0% | -5.2% | -16.8% | -18.3% |
| 30D | +60.3% | -14.5% | +74.8% | +84.7% |
| 3M | -3.7% | -22.9% | +19.2% | +21.0% |
| 6M | -45.2% | -27.8% | -17.4% | -28.4% |
| YTD | -64.3% | -30.7% | -33.6% | -51.7% |
| 1Y | -94.0% | -15.8% | -78.2% | -93.2% |
| All | -88.4% | +5.9% | -94.3% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling