+28.2%
BABA vs MAS
+308.3%
-280.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.7% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | -11.9% | -5.6% | -6.3% | -10.3% |
| 3M | -9.3% | +4.4% | -13.7% | -11.7% |
| 6M | -14.2% | +7.2% | -21.5% | -17.9% |
| YTD | -22.0% | +16.1% | -38.1% | -27.7% |
| 1Y | -12.7% | +0.1% | -12.8% | -14.8% |
| 3Y | +26.7% | +28.3% | -1.7% | +9.8% |
| 5Y | -29.3% | +30.5% | -59.8% | -40.6% |
| 10Y | +21.2% | +139.1% | -117.9% | -24.9% |
| All | +28.2% | +308.3% | -280.1% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling