-35.7%
BABA vs MGY
+30.8%
-66.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.8% |
| 7D | -3.6% | +2.6% | -6.1% | -4.0% |
| 30D | -8.4% | -2.0% | -6.4% | -8.3% |
| 3M | -20.6% | -7.8% | -12.8% | -19.8% |
| 6M | -25.4% | -13.9% | -11.5% | -24.0% |
| YTD | -30.1% | +11.6% | -41.7% | -33.6% |
| 1Y | -36.3% | +6.7% | -43.0% | -38.9% |
| 3Y | +30.4% | +20.6% | +9.7% | +18.8% |
| 5Y | -35.7% | +32.4% | -68.1% | -45.1% |
| All | -35.7% | +30.8% | -66.6% | -45.1% |
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