+6.8%
BABA vs MKSI
+620.0%
-613.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.0% | -5.1% | -6.4% |
| 7D | -12.7% | +25.3% | -38.0% | -18.9% |
| 30D | -14.9% | -10.5% | -4.3% | -13.0% |
| 3M | -24.6% | -27.7% | +3.1% | -18.2% |
| 6M | -29.3% | -28.8% | -0.5% | -25.5% |
| YTD | -35.0% | +39.0% | -74.0% | -46.3% |
| 1Y | -39.7% | +45.2% | -84.9% | -51.1% |
| 3Y | +21.2% | +218.8% | -197.6% | -33.5% |
| 5Y | -39.9% | +38.1% | -78.0% | -56.2% |
| 10Y | +7.8% | +360.8% | -353.0% | -59.6% |
| All | +6.8% | +620.0% | -613.2% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling