+34.5%
BABA vs MSI
+78.6%
-44.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +2.6% |
| 7D | +8.6% | +5.1% | +3.5% | +8.5% |
| 30D | -1.1% | +13.3% | -14.4% | -1.3% |
| 3M | -15.9% | +18.3% | -34.2% | -16.2% |
| 6M | -17.5% | +18.7% | -36.2% | -18.0% |
| YTD | -25.6% | +36.0% | -61.6% | -25.9% |
| 1Y | -33.8% | +32.6% | -66.4% | -34.1% |
| All | +34.5% | +78.6% | -44.0% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling