+28.2%
BABA vs MO
+224.6%
-196.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -4.8% | +0.3% | -5.1% | -4.8% |
| 30D | -11.9% | +0.6% | -12.5% | -12.0% |
| 3M | -9.3% | -1.0% | -8.3% | -9.4% |
| 6M | -14.2% | +4.3% | -18.6% | -15.3% |
| YTD | -22.0% | +23.3% | -45.3% | -25.2% |
| 1Y | -12.7% | +10.5% | -23.2% | -14.8% |
| 3Y | +26.7% | +96.3% | -69.6% | +9.9% |
| 5Y | -29.3% | +98.9% | -128.2% | -39.6% |
| 10Y | +21.2% | +103.6% | -82.4% | -4.2% |
| All | +28.2% | +224.6% | -196.4% | -20.1% |
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