+21.9%
BABA vs MAGS
+122.1%
-100.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -13.8% | +1.7% | -15.4% | -14.5% |
| 30D | -15.1% | -5.8% | -9.3% | -12.8% |
| 3M | -22.7% | +0.2% | -23.0% | -23.1% |
| 6M | -34.7% | -2.7% | -32.0% | -34.1% |
| YTD | -35.0% | +4.1% | -39.1% | -36.5% |
| 1Y | -40.4% | +7.5% | -47.9% | -42.6% |
| 3Y | +21.9% | +122.0% | -100.1% | -9.8% |
| All | +21.9% | +122.1% | -100.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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