-33.8%
BABA vs MOS
-16.7%
-17.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.6% | +2.2% |
| 7D | +8.6% | +22.5% | -13.9% | +5.7% |
| 30D | -1.1% | +6.6% | -7.7% | -2.3% |
| 3M | -15.9% | -3.8% | -12.1% | -16.2% |
| 6M | -17.5% | -2.2% | -15.3% | -18.0% |
| YTD | -25.6% | -4.8% | -20.8% | -25.4% |
| 1Y | -33.8% | -11.7% | -22.1% | -33.9% |
| All | -33.8% | -16.7% | -17.1% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling