+34.5%
BABA vs MAS
+61.2%
-26.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.1% | +3.3% |
| 7D | +8.6% | +4.6% | +4.0% | +7.6% |
| 30D | -1.1% | +19.9% | -21.0% | -4.6% |
| 3M | -15.9% | +8.9% | -24.8% | -17.4% |
| 6M | -17.5% | +20.2% | -37.7% | -21.5% |
| YTD | -25.6% | +33.9% | -59.5% | -31.6% |
| 1Y | -33.8% | +34.7% | -68.5% | -39.3% |
| All | +34.5% | +61.2% | -26.7% | +20.6% |
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