-31.3%
BABA vs MOS
-8.7%
-22.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -4.8% | +9.5% | -14.3% | -6.4% |
| 30D | -11.9% | +10.4% | -22.3% | -13.7% |
| 3M | -9.3% | +12.9% | -22.1% | -11.8% |
| 6M | -14.2% | +1.2% | -15.5% | -15.4% |
| YTD | -22.0% | +9.3% | -31.3% | -24.3% |
| 1Y | -12.7% | -18.0% | +5.3% | -10.4% |
| 3Y | +26.7% | -29.0% | +55.7% | +29.0% |
| All | -31.3% | -8.7% | -22.6% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling