-85.6%
MSTU vs BIDU
+16.3%
-101.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.2% | -6.7% |
| 7D | +21.3% | +2.4% | +18.9% | +18.7% |
| 30D | +90.8% | -10.5% | +101.3% | +110.4% |
| 3M | -6.8% | -26.2% | +19.4% | +20.8% |
| 6M | -39.8% | -16.4% | -23.4% | -30.9% |
| YTD | -55.7% | -23.9% | -31.8% | -44.9% |
| 1Y | -92.7% | +1.3% | -93.9% | -92.9% |
| All | -85.6% | +16.3% | -101.8% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling