+20.6%
BABA vs MAGS
+188.2%
-167.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.0% |
| 7D | -4.8% | +0.5% | -5.3% | -5.0% |
| 30D | -11.9% | +1.5% | -13.4% | -12.6% |
| 3M | -9.3% | +0.5% | -9.7% | -9.6% |
| 6M | -14.2% | +11.6% | -25.8% | -18.6% |
| YTD | -22.0% | +5.3% | -27.3% | -24.1% |
| 1Y | -12.7% | +14.9% | -27.6% | -18.0% |
| 3Y | +26.7% | +128.9% | -102.2% | -16.4% |
| All | +20.6% | +188.2% | -167.5% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling