+15.8%
BABA vs MSI
+689.5%
-673.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.5% |
| 7D | +3.8% | +8.3% | -4.5% | +1.4% |
| 30D | -5.4% | +18.9% | -24.2% | -10.2% |
| 3M | -17.9% | +13.2% | -31.1% | -21.1% |
| 6M | -24.1% | +38.3% | -62.3% | -31.5% |
| YTD | -27.4% | +38.9% | -66.3% | -35.1% |
| 1Y | -36.1% | +36.7% | -72.8% | -42.6% |
| 3Y | +35.4% | +76.6% | -41.2% | +7.7% |
| 5Y | -30.1% | +124.5% | -154.6% | -50.4% |
| 10Y | +15.8% | +674.5% | -658.7% | -50.1% |
| All | +15.8% | +689.5% | -673.7% | -50.1% |
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