+19.2%
BABA vs MAS
+387.6%
-368.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.7% | +3.0% |
| 7D | +4.3% | +14.2% | -9.9% | -0.3% |
| 30D | -5.0% | +26.8% | -31.8% | -12.4% |
| 3M | -18.4% | +13.1% | -31.5% | -21.9% |
| 6M | -20.3% | +27.9% | -48.2% | -27.8% |
| YTD | -27.5% | +38.7% | -66.2% | -36.8% |
| 1Y | -35.3% | +40.4% | -75.7% | -44.0% |
| 3Y | +31.2% | +66.1% | -35.0% | +3.8% |
| 5Y | -32.1% | +47.4% | -79.5% | -45.1% |
| 10Y | +14.7% | +238.3% | -223.7% | -37.5% |
| All | +19.2% | +387.6% | -368.4% | -45.1% |
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