+23.6%
BABA vs MSFU
+103.9%
-80.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.5% | -9.2% | -4.5% |
| 7D | +3.8% | +14.6% | -10.8% | +1.7% |
| 30D | -5.4% | +2.1% | -7.5% | -5.9% |
| 3M | -17.9% | +14.7% | -32.6% | -19.9% |
| 6M | -24.1% | +55.7% | -79.7% | -29.8% |
| YTD | -27.4% | +7.1% | -34.5% | -30.0% |
| 1Y | -36.1% | -0.5% | -35.6% | -37.7% |
| 3Y | +35.4% | +35.7% | -0.4% | +18.4% |
| All | +23.6% | +103.9% | -80.3% | -2.0% |
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