-14.5%
BABA vs MGY
+199.8%
-214.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | -4.8% | +2.1% | -6.9% | -5.1% |
| 30D | -11.9% | +13.8% | -25.7% | -13.7% |
| 3M | -9.3% | -4.3% | -5.0% | -9.0% |
| 6M | -14.2% | -5.1% | -9.2% | -14.3% |
| YTD | -22.0% | +24.8% | -46.8% | -25.8% |
| 1Y | -12.7% | +11.8% | -24.5% | -15.5% |
| 3Y | +26.7% | +23.5% | +3.1% | +19.0% |
| 5Y | -29.3% | +87.5% | -116.8% | -38.8% |
| All | -14.5% | +199.8% | -214.3% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling