+33.1%
BABA vs MSTU
-89.5%
+122.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +11.6% | -4.3% | +15.9% | +11.7% |
| 30D | +2.3% | -34.6% | +36.9% | +4.2% |
| 3M | -13.7% | +39.0% | -52.7% | -17.3% |
| 6M | -21.9% | -70.5% | +48.6% | -18.8% |
| YTD | -24.6% | -68.6% | +44.0% | -24.2% |
| 1Y | -34.1% | -88.6% | +54.5% | -29.8% |
| All | +33.1% | -89.5% | +122.6% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling