+22.3%
BABA vs MSI
+905.9%
-883.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +1.4% |
| 7D | +8.6% | +5.1% | +3.5% | +7.0% |
| 30D | -1.1% | +13.3% | -14.4% | -4.8% |
| 3M | -15.9% | +18.3% | -34.2% | -20.4% |
| 6M | -17.5% | +18.7% | -36.2% | -22.3% |
| YTD | -25.6% | +36.0% | -61.6% | -33.1% |
| 1Y | -33.8% | +32.6% | -66.4% | -40.0% |
| 3Y | +34.6% | +78.3% | -43.7% | +6.9% |
| 5Y | -27.7% | +121.6% | -149.2% | -48.0% |
| 10Y | +17.7% | +689.0% | -671.3% | -48.4% |
| All | +22.3% | +905.9% | -883.6% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling