+22.3%
BABA vs MOS
-38.7%
+61.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.6% | +2.0% |
| 7D | +8.6% | +22.5% | -13.9% | +4.2% |
| 30D | -1.1% | +6.6% | -7.7% | -2.6% |
| 3M | -15.9% | -3.8% | -12.1% | -15.8% |
| 6M | -17.5% | -2.2% | -15.3% | -18.1% |
| YTD | -25.6% | -4.8% | -20.8% | -26.2% |
| 1Y | -33.8% | -11.7% | -22.1% | -33.6% |
| 3Y | +34.6% | -26.5% | +61.1% | +37.4% |
| 5Y | -27.7% | -32.2% | +4.5% | -27.9% |
| 10Y | +17.7% | +10.2% | +7.5% | 0.0% |
| All | +22.3% | -38.7% | +61.0% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling