+11.7%
BABA vs MO
+154.9%
-143.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -13.8% | +3.3% | -17.1% | -14.1% |
| 30D | -15.1% | +7.5% | -22.6% | -15.8% |
| 3M | -22.7% | +22.8% | -45.5% | -24.5% |
| 6M | -34.7% | +13.4% | -48.0% | -35.8% |
| YTD | -35.0% | +43.0% | -78.0% | -38.2% |
| 1Y | -40.4% | +45.2% | -85.6% | -43.4% |
| 3Y | +21.9% | +145.5% | -123.6% | +5.9% |
| 5Y | -39.9% | +157.1% | -196.9% | -48.8% |
| All | +11.7% | +154.9% | -143.1% | -22.1% |
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