+19.3%
BABA vs MO
+263.0%
-243.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | +3.8% | -1.8% | +5.6% | +4.1% |
| 30D | -5.4% | +5.8% | -11.1% | -6.2% |
| 3M | -17.9% | +12.7% | -30.6% | -19.4% |
| 6M | -24.1% | +14.8% | -38.8% | -25.9% |
| YTD | -27.4% | +37.8% | -65.3% | -31.6% |
| 1Y | -36.1% | +39.5% | -75.5% | -39.9% |
| 3Y | +35.4% | +136.1% | -100.7% | +14.0% |
| 5Y | -30.1% | +148.5% | -178.6% | -42.6% |
| 10Y | +15.8% | +135.5% | -119.7% | -11.4% |
| All | +19.3% | +263.0% | -243.7% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling