+34.5%
BABA vs MSFU
+35.1%
-0.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.4% | +10.0% | +3.5% |
| 7D | +8.6% | +1.0% | +7.5% | +8.2% |
| 30D | -1.1% | +0.6% | -1.7% | -1.4% |
| 3M | -15.9% | +16.4% | -32.3% | -17.7% |
| 6M | -17.5% | +53.0% | -70.5% | -22.5% |
| YTD | -25.6% | +3.5% | -29.1% | -27.7% |
| 1Y | -33.8% | -7.8% | -26.0% | -34.7% |
| All | +34.5% | +35.1% | -0.6% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling