+17.1%
BABA vs MOS
+8.6%
+8.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.3% |
| 7D | +11.6% | +21.6% | -9.9% | +7.3% |
| 30D | +2.3% | +12.0% | -9.7% | -0.3% |
| 3M | -13.7% | -3.9% | -9.8% | -13.6% |
| 6M | -21.9% | -3.3% | -18.6% | -22.3% |
| YTD | -24.6% | -4.6% | -20.0% | -25.3% |
| 1Y | -34.1% | -7.0% | -27.1% | -34.5% |
| 3Y | +36.3% | -24.4% | +60.7% | +38.3% |
| 5Y | -26.7% | -32.1% | +5.4% | -27.2% |
| All | +17.1% | +8.6% | +8.4% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling