+27.1%
BABA vs MSFU
+32.9%
-5.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.4% | +1.8% |
| 7D | -4.8% | -5.7% | +0.9% | -4.1% |
| 30D | -11.9% | +4.2% | -16.1% | -12.4% |
| 3M | -9.3% | +27.9% | -37.2% | -12.4% |
| 6M | -14.2% | +37.1% | -51.4% | -18.5% |
| YTD | -22.0% | -7.4% | -14.7% | -23.0% |
| 1Y | -12.7% | -19.6% | +6.9% | -12.2% |
| All | +27.1% | +32.9% | -5.7% | +11.3% |
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