+20.5%
BABA vs MSFU
+95.0%
-74.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.9% |
| 7D | +2.4% | +4.0% | -1.7% | +1.6% |
| 30D | -7.8% | -2.3% | -5.4% | -7.7% |
| 3M | -22.4% | +7.1% | -29.5% | -23.5% |
| 6M | -26.0% | +48.9% | -74.9% | -31.1% |
| YTD | -29.3% | +2.4% | -31.7% | -31.3% |
| 1Y | -37.5% | -8.1% | -29.4% | -38.3% |
| 3Y | +31.9% | +25.2% | +6.7% | +17.0% |
| All | +20.5% | +95.0% | -74.6% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling