+23.4%
BABA vs MSTU
-90.6%
+114.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -3.6% | -27.7% | +24.1% | -1.9% |
| 30D | -8.4% | -40.3% | +31.9% | -6.1% |
| 3M | -20.6% | +26.4% | -47.0% | -23.5% |
| 6M | -25.4% | -75.7% | +50.3% | -21.4% |
| YTD | -30.1% | -71.9% | +41.8% | -29.2% |
| 1Y | -36.3% | -89.3% | +53.0% | -31.9% |
| All | +23.4% | -90.6% | +114.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling