+16.0%
BABA vs MS
+802.6%
-786.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | +1.4% | -6.1% | -5.3% |
| 30D | -11.9% | -0.3% | -11.6% | -12.0% |
| 3M | -9.3% | +0.3% | -9.6% | -10.0% |
| 6M | -14.2% | +31.3% | -45.6% | -23.8% |
| YTD | -22.0% | +24.7% | -46.7% | -29.5% |
| 1Y | -12.7% | +47.9% | -60.6% | -26.4% |
| 3Y | +26.7% | +178.3% | -151.7% | -20.6% |
| 5Y | -29.3% | +144.9% | -174.2% | -53.9% |
| All | +16.0% | +802.6% | -786.6% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling