+36.3%
BABA vs MAGS
+125.8%
-89.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.8% |
| 7D | +11.6% | -1.4% | +13.0% | +12.2% |
| 30D | +2.3% | -8.4% | +10.6% | +6.5% |
| 3M | -13.7% | -1.5% | -12.2% | -13.3% |
| 6M | -21.9% | -1.4% | -20.5% | -21.6% |
| YTD | -24.6% | +2.4% | -27.0% | -25.8% |
| 1Y | -34.1% | +3.5% | -37.6% | -35.4% |
| 3Y | +36.3% | +125.3% | -89.0% | +0.2% |
| All | +36.3% | +125.8% | -89.5% | +0.2% |
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