+17.1%
BABA vs MSI
+676.2%
-659.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +11.6% | +4.7% | +7.0% | +10.1% |
| 30D | +2.3% | +14.8% | -12.5% | -1.9% |
| 3M | -13.7% | +8.8% | -22.5% | -16.0% |
| 6M | -21.9% | +19.3% | -41.2% | -26.5% |
| YTD | -24.6% | +35.3% | -60.0% | -32.0% |
| 1Y | -34.1% | +33.8% | -67.9% | -40.4% |
| 3Y | +36.3% | +74.4% | -38.2% | +8.7% |
| 5Y | -26.7% | +120.5% | -147.2% | -47.7% |
| All | +17.1% | +676.2% | -659.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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