-35.7%
BABA vs MKSI
+47.2%
-83.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.0% | -2.7% |
| 7D | -3.6% | +15.9% | -19.5% | -8.0% |
| 30D | -8.4% | -9.6% | +1.2% | -6.7% |
| 3M | -20.6% | -23.2% | +2.6% | -16.0% |
| 6M | -25.4% | -29.2% | +3.8% | -21.6% |
| YTD | -30.1% | +41.8% | -71.9% | -42.3% |
| 1Y | -36.3% | +48.7% | -85.0% | -48.4% |
| 3Y | +30.4% | +225.3% | -194.9% | -30.7% |
| 5Y | -35.7% | +43.6% | -79.3% | -51.6% |
| All | -35.7% | +47.2% | -83.0% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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