+21.9%
BABA vs MGY
+23.9%
-2.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -13.8% | +4.5% | -18.3% | -14.2% |
| 30D | -15.1% | -0.4% | -14.7% | -15.2% |
| 3M | -22.7% | -4.3% | -18.4% | -22.6% |
| 6M | -34.7% | -12.9% | -21.8% | -33.7% |
| YTD | -35.0% | +15.2% | -50.2% | -39.3% |
| 1Y | -40.4% | +10.3% | -50.8% | -43.8% |
| 3Y | +21.9% | +23.6% | -1.7% | +5.0% |
| All | +21.9% | +23.9% | -2.0% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling