+24.9%
BABA vs MSTZ
-99.3%
+124.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.6% | -10.1% | -2.1% |
| 7D | +2.4% | +21.1% | -18.8% | +3.6% |
| 30D | -7.8% | +40.1% | -47.8% | -5.4% |
| 3M | -22.4% | -66.1% | +43.7% | -25.3% |
| 6M | -26.0% | -20.7% | -5.3% | -23.2% |
| YTD | -29.3% | -78.6% | +49.3% | -29.7% |
| 1Y | -37.5% | -55.5% | +18.0% | -34.5% |
| All | +24.9% | -99.3% | +124.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling