-24.9%
BABA vs MO
+10.3%
-35.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | -2.2% | -2.4% | +0.2% | -2.4% |
| 30D | -17.3% | +3.6% | -20.9% | -16.9% |
| 3M | -7.8% | -3.7% | -4.1% | -8.2% |
| 6M | -16.8% | +4.5% | -21.3% | -16.4% |
| YTD | -24.7% | +21.5% | -46.2% | -24.4% |
| 1Y | -24.9% | +9.5% | -34.5% | -27.4% |
| All | -24.9% | +10.3% | -35.3% | -27.4% |
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