+28.4%
BABA vs MSFU
+93.3%
-65.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.5% |
| 7D | +11.6% | +2.5% | +9.2% | +11.0% |
| 30D | +2.3% | -1.3% | +3.6% | +2.2% |
| 3M | -13.7% | +8.6% | -22.3% | -15.0% |
| 6M | -21.9% | +48.4% | -70.3% | -27.3% |
| YTD | -24.6% | +1.6% | -26.2% | -26.7% |
| 1Y | -34.1% | -5.8% | -28.3% | -35.2% |
| 3Y | +36.3% | +30.9% | +5.3% | +19.6% |
| All | +28.4% | +93.3% | -65.0% | +2.6% |
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