-30.5%
BABA vs MOH
-26.3%
-4.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -2.2% | -4.2% | +2.0% | -1.9% |
| 30D | -17.3% | -2.4% | -15.0% | -17.2% |
| 3M | -7.8% | -4.4% | -3.4% | -7.6% |
| 6M | -16.8% | +32.9% | -49.7% | -18.9% |
| YTD | -24.7% | +11.9% | -36.5% | -25.8% |
| 1Y | -24.9% | +6.9% | -31.9% | -26.0% |
| 3Y | +29.1% | -39.4% | +68.5% | +31.3% |
| 5Y | -30.5% | -25.0% | -5.6% | -34.4% |
| All | -30.5% | -26.3% | -4.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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