+19.2%
BABA vs MSCI
+1,482.0%
-1,462.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.4% | -0.5% | +2.7% |
| 7D | +4.3% | +11.5% | -7.2% | -0.3% |
| 30D | -5.0% | +22.1% | -27.1% | -12.7% |
| 3M | -18.4% | +18.4% | -36.8% | -24.1% |
| 6M | -20.3% | +16.6% | -36.9% | -25.9% |
| YTD | -27.5% | +18.8% | -46.4% | -33.8% |
| 1Y | -35.3% | +19.0% | -54.3% | -41.1% |
| 3Y | +31.2% | +40.7% | -9.6% | +6.6% |
| 5Y | -32.1% | +7.9% | -40.0% | -39.8% |
| 10Y | +14.7% | +848.9% | -834.2% | -68.2% |
| All | +19.2% | +1,482.0% | -1,462.8% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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