+22.3%
BABA vs MS
+592.8%
-570.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.6% | +5.0% |
| 7D | +8.6% | -3.4% | +12.0% | +9.9% |
| 30D | -1.1% | -3.9% | +2.8% | +0.2% |
| 3M | -15.9% | -15.9% | 0.0% | -10.5% |
| 6M | -17.5% | -2.5% | -15.1% | -17.7% |
| YTD | -25.6% | +5.1% | -30.7% | -28.3% |
| 1Y | -33.8% | +13.0% | -46.8% | -38.2% |
| 3Y | +34.6% | +160.7% | -126.1% | -13.8% |
| 5Y | -27.7% | +114.0% | -141.7% | -50.2% |
| 10Y | +17.7% | +637.5% | -619.8% | -53.1% |
| All | +22.3% | +592.8% | -570.5% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling