-30.5%
BABA vs MGY
+94.8%
-125.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.1% |
| 7D | -2.2% | +1.5% | -3.7% | -2.4% |
| 30D | -17.3% | +6.8% | -24.2% | -18.4% |
| 3M | -7.8% | +2.6% | -10.4% | -8.6% |
| 6M | -16.8% | -3.1% | -13.7% | -17.2% |
| YTD | -24.7% | +29.4% | -54.1% | -30.0% |
| 1Y | -24.9% | +22.3% | -47.3% | -29.5% |
| 3Y | +29.1% | +26.6% | +2.5% | +17.5% |
| 5Y | -30.5% | +92.1% | -122.6% | -44.8% |
| All | -30.5% | +94.8% | -125.3% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling