+17.1%
BABA vs MS
+616.2%
-599.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +11.6% | -1.6% | +13.2% | +12.2% |
| 30D | +2.3% | -3.8% | +6.1% | +3.6% |
| 3M | -13.7% | -14.6% | +0.9% | -8.8% |
| 6M | -21.9% | -5.1% | -16.8% | -21.3% |
| YTD | -24.6% | +4.5% | -29.2% | -27.2% |
| 1Y | -34.1% | +13.5% | -47.6% | -38.5% |
| 3Y | +36.3% | +160.4% | -124.1% | -12.5% |
| 5Y | -26.7% | +112.9% | -139.6% | -49.5% |
| All | +17.1% | +616.2% | -599.1% | -33.7% |
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