-17.5%
BABA vs MGY
+210.4%
-227.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.5% | +3.5% | -7.0% | -4.0% |
| 30D | -12.7% | +5.3% | -18.0% | -13.5% |
| 3M | -3.0% | +2.6% | -5.7% | -3.7% |
| 6M | -19.1% | -3.3% | -15.8% | -19.4% |
| YTD | -24.7% | +29.2% | -54.0% | -28.7% |
| 1Y | -29.0% | +18.0% | -47.1% | -31.8% |
| 3Y | +30.9% | +30.0% | +0.9% | +22.0% |
| 5Y | -30.9% | +92.7% | -123.6% | -40.4% |
| All | -17.5% | +210.4% | -227.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling