-28.8%
BABA vs MGY
+172.4%
-201.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -7.3% |
| 7D | -12.7% | +3.5% | -16.2% | -13.2% |
| 30D | -14.9% | -3.0% | -11.9% | -14.7% |
| 3M | -24.6% | -7.6% | -17.0% | -24.1% |
| 6M | -29.3% | -14.4% | -15.0% | -28.2% |
| YTD | -35.0% | +13.4% | -48.4% | -37.5% |
| 1Y | -39.7% | +9.2% | -48.9% | -41.6% |
| 3Y | +21.2% | +22.6% | -1.4% | +13.7% |
| 5Y | -39.9% | +33.6% | -73.5% | -45.4% |
| All | -28.8% | +172.4% | -201.2% | -39.3% |
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