+15.7%
BABA vs MO
+139.9%
-124.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +2.4% | -0.8% | +3.1% | +2.4% |
| 30D | -7.8% | +6.5% | -14.3% | -8.4% |
| 3M | -22.4% | +18.3% | -40.7% | -23.8% |
| 6M | -26.0% | +15.6% | -41.5% | -27.4% |
| YTD | -29.3% | +38.8% | -68.1% | -32.5% |
| 1Y | -37.5% | +41.6% | -79.1% | -40.5% |
| 3Y | +31.9% | +138.2% | -106.3% | +14.9% |
| 5Y | -33.4% | +150.5% | -183.9% | -43.2% |
| 10Y | +15.7% | +146.1% | -130.4% | -20.7% |
| All | +15.7% | +139.9% | -124.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling