-12.7%
BABA vs MAS
+1.6%
-14.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.1% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | -11.9% | -5.6% | -6.3% | -11.3% |
| 3M | -9.3% | +4.4% | -13.7% | -11.2% |
| 6M | -14.2% | +7.2% | -21.5% | -18.1% |
| YTD | -22.0% | +16.1% | -38.1% | -26.3% |
| 1Y | -12.7% | +0.1% | -12.8% | -10.0% |
| All | -12.7% | +1.6% | -14.3% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling