-92.4%
MSTU vs BIDU
-8.7%
-83.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.6% |
| 7D | -25.8% | -4.6% | -21.2% | -22.2% |
| 30D | -43.9% | -4.5% | -39.3% | -40.4% |
| 3M | +2.9% | -25.4% | +28.2% | +38.1% |
| 6M | -75.5% | -48.1% | -27.4% | -55.8% |
| YTD | -76.7% | -40.2% | -36.5% | -62.9% |
| 1Y | -88.9% | -35.2% | -53.7% | -83.5% |
| All | -92.4% | -8.7% | -83.7% | -91.9% |
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 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