+19.1%
BABA vs MSFU
+85.8%
-66.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.5% |
| 7D | -3.6% | -12.7% | +9.1% | -1.9% |
| 30D | -8.4% | -9.0% | +0.6% | -7.4% |
| 3M | -20.6% | +2.9% | -23.5% | -21.3% |
| 6M | -25.4% | +43.5% | -68.9% | -30.3% |
| YTD | -30.1% | -2.4% | -27.7% | -31.7% |
| 1Y | -36.3% | -13.5% | -22.8% | -36.5% |
| 3Y | +30.4% | +19.2% | +11.1% | +16.4% |
| All | +19.1% | +85.8% | -66.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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