+21.9%
BABA vs MO
+145.0%
-123.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.1% |
| 7D | -13.8% | +3.3% | -17.1% | -13.6% |
| 30D | -15.1% | +7.5% | -22.6% | -14.8% |
| 3M | -22.7% | +22.8% | -45.5% | -21.9% |
| 6M | -34.7% | +13.4% | -48.0% | -34.3% |
| YTD | -35.0% | +43.0% | -78.0% | -34.8% |
| 1Y | -40.4% | +45.2% | -85.6% | -40.2% |
| 3Y | +21.9% | +145.5% | -123.6% | +6.3% |
| All | +21.9% | +145.0% | -123.1% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling