-37.5%
BABA vs MO
+40.9%
-78.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.4% |
| 7D | +2.4% | -0.8% | +3.1% | +2.2% |
| 30D | -7.8% | +6.5% | -14.3% | -7.0% |
| 3M | -22.4% | +18.3% | -40.7% | -20.7% |
| 6M | -26.0% | +15.6% | -41.5% | -24.5% |
| YTD | -29.3% | +38.8% | -68.1% | -31.1% |
| 1Y | -37.5% | +41.6% | -79.1% | -38.2% |
| All | -37.5% | +40.9% | -78.4% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling