+31.1%
BABA vs MAS
+67.0%
-35.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.7% | +3.8% |
| 7D | +4.3% | +14.2% | -9.9% | +1.7% |
| 30D | -5.0% | +26.8% | -31.8% | -9.3% |
| 3M | -18.4% | +13.1% | -31.5% | -20.4% |
| 6M | -20.3% | +27.9% | -48.2% | -25.1% |
| YTD | -27.5% | +38.7% | -66.2% | -33.8% |
| 1Y | -35.3% | +40.4% | -75.7% | -41.2% |
| All | +31.1% | +67.0% | -35.9% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling