+11.7%
BABA vs MTSI
+465.0%
-453.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.2% |
| 7D | -13.8% | +10.0% | -23.8% | -15.8% |
| 30D | -15.1% | -20.3% | +5.2% | -12.2% |
| 3M | -22.7% | -24.4% | +1.7% | -20.1% |
| 6M | -34.7% | -39.2% | +4.5% | -30.1% |
| YTD | -35.0% | +35.5% | -70.5% | -43.1% |
| 1Y | -40.4% | +43.0% | -83.4% | -48.6% |
| 3Y | +21.9% | +196.3% | -174.3% | -15.6% |
| 5Y | -39.9% | +210.0% | -249.9% | -59.8% |
| All | +11.7% | +465.0% | -453.3% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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