+24.9%
BABA vs MSTU
-90.8%
+115.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.7% | -2.1% |
| 7D | +2.4% | -21.7% | +24.1% | +3.7% |
| 30D | -7.8% | -42.8% | +35.0% | -5.3% |
| 3M | -22.4% | +21.4% | -43.8% | -25.0% |
| 6M | -26.0% | -74.1% | +48.1% | -22.4% |
| YTD | -29.3% | -72.4% | +43.1% | -28.3% |
| 1Y | -37.5% | -90.1% | +52.6% | -32.9% |
| All | +24.9% | -90.8% | +115.6% | +6.6% |
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