+37.7%
BABA vs MSTZ
-99.3%
+136.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.4% |
| 7D | -4.8% | -29.7% | +25.0% | -6.2% |
| 30D | -11.9% | -65.3% | +53.4% | -16.4% |
| 3M | -9.3% | -57.3% | +48.1% | -11.3% |
| 6M | -14.2% | -61.6% | +47.4% | -15.5% |
| YTD | -22.0% | -78.3% | +56.2% | -23.6% |
| 1Y | -12.7% | -30.2% | +17.5% | -6.4% |
| All | +37.7% | -99.3% | +136.9% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling