-35.3%
BABA vs MSTU
-88.0%
+52.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.3% | -5.4% | +4.4% |
| 7D | +4.3% | -4.8% | +9.1% | +4.4% |
| 30D | -5.0% | -29.6% | +24.6% | -3.6% |
| 3M | -18.4% | +69.4% | -87.8% | -22.1% |
| 6M | -20.3% | -62.2% | +42.0% | -17.4% |
| YTD | -27.5% | -61.1% | +33.6% | -26.7% |
| 1Y | -35.3% | -87.2% | +51.8% | -31.9% |
| All | -35.3% | -88.0% | +52.6% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling