-29.9%
BABA vs MO
+98.0%
-127.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.2% | -2.0% | +1.8% | -0.1% |
| 30D | -12.3% | -0.3% | -12.0% | -12.3% |
| 3M | -5.3% | -2.9% | -2.4% | -5.4% |
| 6M | -13.1% | +5.8% | -18.8% | -13.6% |
| YTD | -22.4% | +22.0% | -44.4% | -23.7% |
| 1Y | -19.5% | +10.7% | -30.2% | -20.3% |
| 3Y | +32.9% | +94.4% | -61.4% | +23.2% |
| 5Y | -29.9% | +97.2% | -127.1% | -37.3% |
| All | -29.9% | +98.0% | -127.9% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling