-12.7%
BABA vs MS
+49.4%
-62.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | +1.4% | -6.1% | -5.1% |
| 30D | -11.9% | -0.3% | -11.6% | -11.8% |
| 3M | -9.3% | +0.3% | -9.6% | -9.7% |
| 6M | -14.2% | +31.3% | -45.6% | -24.0% |
| YTD | -22.0% | +24.7% | -46.7% | -29.6% |
| 1Y | -12.7% | +47.9% | -60.6% | -25.4% |
| All | -12.7% | +49.4% | -62.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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